The Lodger (boxed set Val Lewton Collection)
It is a remake of the silent Hitchcock version "The Lodger: a tale of the London Fog" where you figure out pretty soon, that the man that knocked on the door late one night and wants to rent the upstairs, is Jack the Ripper. Jack Palance also did a version of this called "the Man in the Attic".
This (and really any Val Lewton film - the entire set is ALL great movies except for the Curse of the Cat People sequel) Lodger version is in my opinion the definitive Ripper film - you get in his head and learn why he is doing this, and you almost have sympathy for his reason for mental anguish (don't want to say more and spoil it).
The ending is-chilling