Get Out

Now that Chris and his girlfriend, Rose, have reached the meet-the-parents milestone of dating, she invites him for a weekend getaway upstate with her parents, Missy and Dean. At first, Chris reads the family's overly accommodating behaviour as nervous attempts to deal with their daughter's interracial relationship, but as the weekend progresses, a series of increasingly disturbing discoveries leads him to a truth that he never could have imagined.

Us

Accompanied by her husband, son and daughter, Adelaide Wilson returns to the beachfront home where she grew up as a child. Haunted by a traumatic experience from the past, Adelaide grows increasingly concerned that something bad is going to happen. Her worst fears soon become a reality when four masked strangers descend upon the house, forcing the Wilsons into a fight for survival. When the masks come off, the family is horrified to learn that each attacker takes the appearance of one of them.

Shutter Island

The implausible escape of a brilliant murderess brings U.S. Marshal Teddy Daniels (Leonardo DiCaprio) and his new partner (Mark Ruffalo) to Ashecliffe Hospital, a fortress-like insane asylum located on a remote, windswept island. The woman appears to have vanished from a locked room, and there are hints of terrible deeds committed within the hospital walls. As the investigation deepens, Teddy realizes he will have to confront his own dark fears if he hopes to make it off the island alive.

The Machinist

Trevor, an insomniac lathe operator who has not slept for months, experiences unusual occurrences at work and home. A strange man follows him everywhere, but no one else seems to notice him.

Hereditary

When the matriarch of the Graham family passes away, her daughter and grandchildren begin to unravel cryptic and increasingly terrifying secrets about their ancestry, trying to outrun the sinister fate they have inherited.

Midsommar

A couple travel to Sweden to visit their friend's rural hometown for its fabled midsummer festival, but what begins as an idyllic retreat quickly devolves into an increasingly violent and bizarre competition at the hands of a pagan cult.

The Lighthouse

Two lighthouse keepers try to maintain their sanity while living on a remote and mysterious New England island in the 1890s.

The Witch

In 1630 New England, panic and despair envelops a farmer, his wife and their children when youngest son Samuel suddenly vanishes. The family blames Thomasin, the oldest daughter who was watching the boy at the time of his disappearance. With suspicion and paranoia mounting, twin siblings Mercy and Jonas suspect Thomasin of witchcraft, testing the clan's faith, loyalty and love to one another.

In the movies mentioned above, most of them don't have the protagonist with the knowledge but it lies elsewhere.

It Follows, The Revenant, Suspiria (the old one or the remake), The Neon Demon, and The Revenant might also fit the bill.