One of the suspenseful movies I recall watching is The Book Thief. The setting is during the time period of World War II, and its plot is about a girl by the name of Liesel Meminger, who enjoys reading so much to the extent that she ends up stealing books. However, the worst part is that she was actually stealing books from the Mayor's wife!
The more suspenseful moments in the movie are when she nearly gets caught by the Mayor in her attempts to steal more books; and when a Jewish refugee staying with Liesel's family nearly gets spotted by the Nazis as he tried to escape to a safer place.
These suspenseful moments have made me grown a liking to the movie that I decided to watch it for a second time and even prompted me to hunt for the original book the movie was based off.