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Prime Video is going heavy on thrillers this week, and I’m here for it. I’ve been combing through the Amazon-owned platform’s May 2026 slate, and this week, fans of twist-fueled, gripping movies are certainly being well-fed. There’s a trio of excellent thrillers ahead.This week’s new arrivals include the Prime Video premiere of “One Battle After Another,” Paul Thomas Anderson’s Oscar-dominating thriller with an all-star cast, and some of the strongest reviews of the 21st century. Already watched it? Fear not, “One Battle” is flanked by even more thrillers. There’s a deeply chilling psychological trip alongside an absorbing mystery movie.So, if you’re looking to add a few new to Prime Video thriller movies to your watchlist this week, here are the three that should be first on your list.Best new to Prime Video thriller movies this week‘Missing’ (2023)

MISSING - Official Trailer (HD) - YouTube

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“Missing” is one of those rare sequels that surpasses its predecessor, but fear not if you haven’t seen 2018’s “Searching,” this follow-up is a standalone affair. Rather than a narrative continuation, it’s a thematic and stylistic sequel. The “gimmick” of this mystery thriller is that it’s part of the screenlife genre, which means all the events on screen are presented as a record of a computer/phone display. It’s a neat hook, and allows you to get further invested in the mystery as you watch Storm Reid’s June attempt to locate her missing mother.When June’s mom, Grace (Nia Long), disappears while on vacation in Colombia with her new boyfriend, the 18-year-old turns cyber-sleuth when the proper authorities are hindered by international red tape. Using her computer, she scours everything from email accounts to social media profiles to figure out what happened to her mom, but her search only yields more questions.Watch "Missing" on Prime Video from May 20‘Blink Twice’ (2024)