English title: The Nameless. An excellent and very scary Spanish horror movie / thriller released in 1999. Based on the novel The Nameless by Ramsey Campbell. Written and directed by Jaume Balagueró (see the source link for full credits). Available as VHS and DVD.
The movie is quite realistic, as in it doesn't contain any supernatural elements. It relies more on tension and atmosphere than graphical violence, although the few bloody scenes are very well made and not exaggerated. At the end of the film you are left with a somewhat unnerving, sad and empty feeling (which is not a bad thing, in my opinion). If you are scared of spoilers, don't read further!
(SPOILER) The story tells about a mother, Claudia, whose daughter was murdered at the age of 5. Years later, she receives a phone call from a woman who claims to be her murdered daughter, and says it wasn't her daughter who was killed back then. Claudia starts to investigate the mystery, and after several plot twists, the movie ends quite unexpectedly and shockingly.