Hidden
Also going by the original title as Caché, the film by Michael Haneke, set in Paris features a well-off family "stalked" by videos of their apartment arriving every day. The videos then start to feature where the husband grew up, and a couple feature him in his daily life. The husband then tries to make contact with someone who he think could be behind this but he denies knowing anything about the tapes.
Some scenes are reminiscent of watching a documentary, but then there are times where some scenes were going on for a very long time, as was the opening scene where all that is shown for the first few minutes is the outside of an apartment with only a couple of people and cars passing by.
The ending of the film was very confusing, some tell-tale signs say that there is a possible sequel, but I'd say that it would be more of a continuation of the end rather than bringing anything new into the film.