i guess OHP would be classified as a thriller. But it's creepy enough, so I would cast it as horror. I think the "thriller" or whatever you wanna call it genre of film as produced scarier films than the traditional horror genre in the last 20 some years. horror was pretty bad in the 2000s and even earlier. FIlms like OHP and Insomnia (purposely shouting out RB) are films that are generally creepy without being parodies of themselves, like some films (saw, Paranormal activity) are.
I also find some documentaries quite creepy. maybe because you know it is a real story. There was one on youtube a while ago....it was all about how aliens are actually demons....creeped the fuck out of me.
edit: didn't think aliens are demons is actually real. but I was high when I watched it and paranoid. The concept of it even being suggested creeped me out a lot, not it being real.