Yes, you should definitely check out Dreyer's Vampyr, which, in my oh-so-humble opinion, is the greatest of all horror movies. It's ravishing to look at, and it's got one of the most mind-boggling narrative structures I've ever come across: the story is maybe the simplest of any horror film ever (guy shows up, guy gets hassled by the baddies, guy fights off the baddies, guy gets the chick), but you won't realize this until you've seen it about three or four times and it finally starts to come together. It all seems like it should make such perfect sense, and yet, for some reason, it just doesn't. Plus, what the hell was Dreyer doing with his camera? I'm not kidding you here: it seems like the camera floats around completely free of the narrative. It's as if the cameraman never knew what was coming next: the camera dips and swerves and takes us on desperate searches for what's going on and leads us along on these long, distracting digressions. It's all very disorienting, and completely mesmerizing. And how can anyone fail to be astounded by a movie that lets you experience your own funeral procession from inside the casket?
I see from your personal info. that you're in the states, and thus you should be able to catch it on TCM if you have cable. It will be showing on Halloween night at 10:15. (I'm hoping they've managed to get their hands on a better print than that which has been floating around on DVD and VHS for so long.)
I'm not sure what else I have to add concerning foreign horror films; which is to say, I have nothing of substance to add to this thread. However, they ain't gonna keep me from talking some more. (But I would point out that TCM also has some other interesting things airing that month; in particular, they seem to have devoted the night of the 10th to Val Lewton's horror movies (although they've rather inexplicably omitted I Walked with a Zombie, which happens to be my personal favorite; but I suppose you can't have it all).)
Just for the hell of it, I'm going to put in a plug for a personal favorite of mine: George Romero's Martin. Perhaps I'm just being a bit perverse, but I believe that this is a great horror film. Can I articulate what I like about it in a few words? Probably not, but I'll give it a go. Typically, Romero gives us a few tightly edited and suspenseful action scenes here, so there's your obvious pleasure. Importantly, though, he also takes what I think is a pretty significant chance (at least in this genre, since on its face this isn't art film) by significantly slowing down the pace and presenting a number of drawn-out domestic scenes which are, for the most part, lacking in meaningful incident. This both baits the audience, in that it has us aching for the exciting stuff (the violence), and (look out for the pretentious stuff here) reveals an Antonioni-like strategy of having film's narrative attenuate and slow down to reflect the attenuated and dull life of the main character. Plus, he does great by cutting sepia-tinted (fantasy?) period scenes into the narrative proper. These shorts scenes play all sorts of interesting roles within the film: they function as Martin's (fanciful) memories of his past; they comment (often ironically) on Martin's actions and self-conception within the narrative proper; they set up a contrast between romanticized movie conceptions of vampires and Martin's own status as a modern-day "vampire"; they set up a contrast between a romanticized past life and the hopelessness, ugliness, and boredom of Martin's life in a decaying urban environment; etc. You get all of this, and you also get some genuinely moving sympathy for the main character along with fairly perceptive and incisive social commentary. What more could you ask for? (Well, ok, the production values aren't so great, but this sort of works, because this gives a lot of the scenes a cinema-verite (or maybe just kitchen-sink realism) look, which pretty much works in a film that is at least partly about the disenchanted and stultifying nature of life in a contemporary urban environment. And, yeah, the acting isn't so great either, but you can't have it all, right?) So, basically, I think it's a really rich horror movie, and that, my man, is what I dig about it.