Take Shelter (2011)
Director: Jeff Nichols
While this is classified as a drama thriller (according to Wikipedia), there are several elements that refer to the horror genre. The film's central character, Michael Shannon's Curtis, has dreams that provoke fear in him; fear of nature (particularly storms) and the people around him. The line between reality and dreams becomes blurred, implying a prophetic element to his visions. As he fears the change being threatened by these dreams, his family and friends see Curtis changing as well; this provokes fear in them.
Shannon is great as Curtis, who is trying hard to make of what he experiences, and protect his family. His fears revolve around his deaf daughter, implying a masculine fear of being unable to protect your vulnerable family. Jessica Chastain is equally great as Curtis' wife Samantha, who is working to keep their family together. There are overtones of the Biblical Noah story, with Curtis delivering a speech that warns of a storm coming that no one is ready for.
The quiet way the story unfolds actually heightens Curtis' anxiety. I moved between sympathising with Curtis' perspective to sharing Samantha's worries about her husband. The only part of the film that didn't quite work for was the ending; though unhelpfully, I cannot think of another way it could have ended. The story is well paced, focusing on character and mood, rather than shocks. Though the budget was low, the cinematography is very good; the dream scenes are suitably unsettling. This is well worth your time, particularly if you are looking for a different type of scare this Halloween.