Aside from Empire, I'll add the following:
Alien - Ridley Scott took what was essentially a shlocky 50s science fiction monster movie and made what has been described as "The Exorcist in space". It was gorgeously photographed, and unlike many other monster films, Scott gave the viewer just enough information about his xenomorph to know that you didn't want anything to do with it up until finally showing it in its complete glory right at the end.
The Thing (1982) - (yeah, I love monster movies) - John Carpenter put to film the short story, Who Goes There? and really capitalized on an environment of isolation and distrust among his characters. Another movie that was gorgeous to look at - Carpenter was denied a request to shoot the film in black & white as a node to the original 1951 movie, so he designed much of the sets with tones of gray, white and black to mimic a black & white feel.
Halloween (1978) - what always amazes me when watching this movie is how Carpenter put Michael Myers in scenes, clear as day, but his intended victims never see him. Yeah, most of those scenes were in dark rooms at night, but damn, there are a couple of horny teens making out on a couch and the camera pulls back to reveal MM standing there, watching like Case McCoy.
Jaws - much like Ridley Scott did in Alien, Steven Spielberg also kept viewers from seeing the shark up close and personal until late in the movie. For someone growing up in Lake Jackson and frequenting Surfside Beach often, the idea of something out there in t0he water that you can't see, coming at you with lots of big, sharp teeth, scared the ever living crap out of me; Spielberg captured that unseen terror better than pretty much anyone else ever has. And par for the course for his early movies, Spielberg puts a cast of characters on screen that are interesting and that you care about. The USS Indianapolis monologue remains one of film's defining moments.
edit - I'll add a more recent movie, that being Joe and Anthony Russo's Captain America: The Winter Soldier. These guys took a very popular MCU character and put him into a 70s-style political thriller, and it was shot in a way that evokes movies like Three Days of the Condor, etc. While Bucky was a tool of the film's villains, the performance the directorial team got out of Stan Sebastian managed to build a sympathetic character who ultimately struggled with his identity and his memory of his previous life, and the conflict between WS and Cap was perfectly managed. This also was the MCU movie that really let Cap shine - not that he hadn't previously, but he was almost just another Avenger until TWS.
