I'm looking for thriller, psychological, battle royale, etc. etc.  

I really enjoyed Ima no Kuni no Alice, Confessions, and 3-nen A-gumi.  

Off the top of my head:

Please check out the tags before you decide to watch any of these. They might contain disturbing elements.

oh my time to shine
Smoking
Cold Fish 
World of Kanako
Suicide circle
Audtion
Strange Circus

As the Gods Will 
Corpse Party 
Exte 
Gantz 
Liverleaf 
Lesson of the Evil
The Forest of Love - there is also a drama ver
Zebra 

  • Byakuyakou
  • Todome no kiss
  • Kazoku Game
  • Liar Game
  • Joker yurusarezaru sousokan
  • Zeni Geba

Movies:

Yurigokoro -the main character read abt a narrative abt a serial killer, he was taken aback and somehow drawn to it at the same time.

The Crimes that Bind- this has a drama and other movies, it’s abt a detective who stumbled into a case that might be connected with his estranged mother

Ankoku Joshi- the most popular girl in school belongs to the literature club, and each members holds the secret to her death

Dramas: 

Influence - 3 girls who helped each other by killing for them

Seiren no Zange- a journalist investigates the brutal death of a high school girl