Most of these movies are called psychological movies, but searching under this category I have not found anything that comes close to what I am looking for, movies like memento, 12 monkeys and primer are characterized by something, a person who knows information (Be good or bad), and is in a situation isolated from the rest of the population, no one other than the protagonist or a very small group of people knows what is happening and what it implies, that is the type of movies I am looking for, movies with isolated stories, if you know of any movie that makes you feel that I don't know what it is with the 3 movies I mentioned, please leave me the name and synopsis. (I had forgotten to mention donnie darko)
Hm. I think you have identified a plot/plot device rather than a genre really.
Memento I would put in a similar realm to Shutter Island (man is a detective in a mental asylum... or is he???!!) - that being psychological horror/mystery. You could add The Machinist to that (man cant sleep and goes nuts... or something - I don't really remember lol).
What I've noticed writing this is that those films are experiential narratives - you are essentially given the same disordered thinking as the protagonist.
12 Monkeys on the other hand is more science fictiony - a bit like Terry Gilliam's (12 Monkey's director) Brazil. (man becomes disillusioned in a surreal dystopia, everyone thinks he's mad). That's a great movie.
Now straddling experiential madness and Terry Gilliam is Fear And Loathing In Las Vegas, where you follow Hunter S Thompson's psychedelic Las Vegas drug binge from his perspective. It's not scary so much, but it might tickle your fancy.
You could also probably try any David Lynch film. Lost Highway. Mulholland Drive. Eraserhead.
otherwise...
Truman Show
The Game (Fincher)
Woman In The Dunes
They Live
Stalker (maybe)
Aguirre, Wrath Of God
Hard To Be A God (otherworldly scientist gets sent to a medieval planet, but is forbidden from altering their world)
White Noise (I didn't really like it, to be honest)
Bunny And The Bull (maybe)
The Hourglass Sanatorium (surrealist masterpiece I would say, a film like it will never be made again)