Cubed

In 1997, Vincenzo Natali wrote and directed a neat little horror/character study called Cube. He did it all in Canada and looked like it was all done in the same little room. It felt like it should've been a stage play, in fact.

A group of people trapped in (presumably, though we never see it) a cube, try to find a way to escape. Each room they entered had the possibility to be trapped, with some horrifyingly gruesome trap (many of which have turned up in other movies).

The gruesomeness of the traps was enough that you really were filled with dread when they'd dare to enter a new room. Combined with this was a drama between the characters, as they got increasingly paranoid and not sure whether they could figure out a way out.

This all worked surprisingly well, partly because we actually never find out what's going on. We're let with suspense and drama and morality play, and the filmmakers and audience are spared having an explanation that either disrupts the suspension of disbelief or is otherwise unsatisfying.

The sequel and the prequel--well, the prequel anyway, I'm watching the sequel (Cube 2) now--try to explain it. Cube 2 goes sci-fi and Cube 0 goes for "military experiment" explanation. Cube 2 is going military experiment but it's pure speculation at this point. However, while starting out strong, they've made the threat some CGI geometrical shapes and other effects, which is rather less visceral than the original.

The whole scenario is actually like an original episode of the Twilight Zone. The first one's recommended, the sequels not as much.