Aha! Awesome question, i actually did an essay about the use of silence in thriller/horror. I'll list a few of the ones i loved, with specific uses of sound that stood out:
Dans ma Peau (Marina de Van) - About a woman who develops an obsession with mutilating/eating her skin. The skin specific foley makes it unbearable at times. It may not be to everyone's taste, but the fact that it evokes such affect is impressive.
Cure (Kyoshi Kurosawa) - Japanese police serial killer film. In one scene, while the killer is hypnotising a victim by speaking softly as she watches water trickle along the floor, the soundtrack goes completely dead once he stops talking. No ambience, literally nothing. It's very unsettling.
More as i remember them..
Alien (Ridley Scott) - The scene where Brett is killed by the Alien has a great buildup. Lots of "synonyms of silence" (small detail sounds, eg. lightly clinking chains, water dripping) lull the audience before the shock is delivered.
The sound department can really flourish in these films because of sound's ability to affect us on a base, instinctual level.