The Wailing
The Wailing elegantly places us in the mind of the protagonist by misdirecting the audience over and over, not just until the end but beyond even the credits. It's a film primarily about faith and the constant misdirection tries to show us how difficult blind trust is when details are obscured and everyone seems suspicious. At first, it is suggested that you can place your faith in your senses, in touch and sight, as established through a verse from the Bible practically as you press play, "Touch me and see...".
Eventually the director breaks this down too, leaving the viewer and the protagonist flailing in a sea of suspicion - How do you know what to trust when you have neither knowledge nor the solidity of your senses. Do you turn to religion? The film uses a fascinating mixture of primarily, but not limited to, Christian and Korean folklore, but neither character presented as the authority figure in these groups can give any sort of answer or even comfort. So what then? Do you jump blindly? What if you choose wrongly?
The importance of logic and reason deteriorate and give way to faith as stakes rise - the importance of "why" is largely lost to protagonist and viewer as the genre shifts from police procedural to something less certain.
From a technical standpoint, the greatest strength of this film is its editing, which is paramount to its misdirection. From a story perspective, it achieves something few horror films do: it maintains the mystery completely. Often, the fear-factor is lost as understanding is gained. As we, or the characters, unlock more and more detail, the inherent and primal "fear of the unknown" idea weakens. The Wailing sustains its lack of clarity throughout - we are constantly unable to grasp at any hypothetical we've formed about the plot before it falls apart in our minds. Thus, The Wailing ends before it can weaken. This is the harvest of its misdirection.
Likewise, the film starts after the situation in the village has begun its descent into chaos. We are given no chance to ground ourselves in what the village was before it went downhill. So, not only are we never allowed to find our footing, the ground beneath was never stable in the first place. We are left unbalanced at the start and the end and everywhere in between.