I started to watch CACHÉ, also called HIDDEN, but after only a few seconds I remembered that I saw it in the theatres when it came out. However, I couldn't remember what was the solution to the mystery, so I kept watching to get the answer. About halfway through, I began to suspect there would be no answer and by the end, yup, totally ambiguous. From 2005, directed by Michael Haneke, it stars Daniel Auteil and Juliet Binoche.
Then I watched ZODIAC (2007), directed by David Fincher. A much more straight forward mystery, but again while the movie tries to give an answer to whodunnit--given it's a real life story--it can't really do that.
All I want is a mystery, where I can play along with the detectives and guess whodunnit and find out the answer by the end of the movie. Is that too much to ask?