They're Watching Us (2002)

Norberto Lopez Amado's They're Watching Us is about a cop who becomes obsessed with a case. Juan (Carmelo Gomez) is ordered to head up an investigation concerning a businessman who has been missing for almost three years. The officer who worled on the case previously now resides in a mental institution and is unable to say anything other than, "They're watching us." A priest (Roberto Alvarez) explains how a series of disappearances in the area have supernatural underpinnings. As Juan is absorbed deeper and deeper into the case, his mother is concerned for him.