Thriller films aim to keep audiences alert and on edge through tension and suspense built around anticipated climactic events. They employ techniques like red herrings, cliffhangers, psychological elements, and dimensional confusion to create uncertainty and engage viewers in trying to understand unpredictable storylines. Examples provided demonstrate how different thriller subgenres like psychological thriller (Donnie Darko), action thriller (The Dark Knight), and modern thriller (The Woman in Black) effectively build mystery, suspense and a tense atmosphere from the beginning to keep audiences on the edge of their seats until the end.