Perfect Blue
Yo....
A lack of self-assuredness, self-confidence, and lucidness is exploited at every stage. Somehow this extends beyond just Mima; you too eventually feel yourself slipping into a psychosis, unable to discern what you have imagined, what the movie wants you to believe, and its actual events. There's a groundhog-day sequence that messes with your perception so much, that you are left wondering if the movie's conclusion is genuinely the truth, or if you have allowed yourself to create reality from an illusion.
I would write more, but honestly, I'm still speechless and reeling.