A thriller movie is one where a hero has to stop a villain from performing a horrific act. They have many tension building sections throughout the film that take you on twists and unexpected turns.

Thrillers normally take place in areas of extremities, e.g. deserts, extremely cold places, etc. The heroes are generally people used to danger and who think of helping people as their duty.

Thrillers have many sub-topics that mix the entities of the genres as one. These widen the possibilities

Action Thrillers normally have a timed goal.
The Transporter 1 and 2 are good examples of action thrillers. They keep you on the edge of your seat with unexpected explosions and high speed fight sequences.

Horror Thrillers have a battle of brains, emotion or fists.

What Lies Beneath is battle of brains, with the main character trying to find a way to prove. It gives subtle hints as to what’s going on without giving the whole plot away.

Saw 1, 2 and 3 are great examples of both a mental and physical battle. They have the antagonist who uses his brain whilst he makes his victims use their physical abilities. The movie gives you twists and turns as you think the people are going to escape, and when you think the antagonist is going to be caught.