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)
I feel like I most often see this genre refered to as “psychological thrillers”. What you’re describing sounds a little more specific than that, but it’s where I would start. You also might like Enemy (2013). It’s about a man who spots someone who appears to be his exact double in the background of a movie. Things start to become very strange when he tries to find out who he is.