This film actually made me believe that I was experiencing the same thing as the characters. Actually I think I even forgot that I was watching characters in a fictional movie. This, along with films like "Gummo" and "Eraserhead", have managed to suck me into their worlds like not other.
Reminds me of Fincher's "Seven". Perhaps the atmosphere of dread and the mystery/suspense... I found the Franklin couple's involvement with Keller's obsession regarding Alex a little unbelievable and this drew me out of the story till the end. Maybe it was the script, direction, acting or a combination of these. The first half of the film is excellent in every way though. The ending is interesting.