Devil’s Backbone – Spanish with English subtitles:
A young boy is sent to an orphanage in the desert when his father is killed during the Spanish Civil War. The boy is soon seeing a mysterious quiet boy that he learns died under mysterious circumstances. This is what a supernatural ghost story should be. No cheap scares with the cat jumping out of the cupboard here. The atmosphere is tense and just keeps building throughout the movie.
This was directed by Guillermo del Toro and is one of my all-time favorite ghost stories. Don’t let the fact that it’s sub-titled put you off. It’s worth the effort.