Guillermo del Toro's The Devil's Backbone is kind of similar.
Session 9 Review:

These ones are somewhat similar, at least in cinematic style:
Sinister (2012)
The Orphanage (2007, released in Spanish)
The Ring (2002)
1408 (2007)
Candyman (1992)
Pet Sematary (1986)
The Iron Rose (1973, released in French)
Don't Look Now (1973)
Alice, Sweet Alice (1976)
Full Circle (1977)
The Canal (2014)
Baby Blues (2008)
Nobody's Child (1986)
Horror Story (2013)
One Flew Over the Cuckoo's Nest (1975)
Chernobyl Diaries (2012)
Canada, eh?

"The 21st century is all flash but no substance." ~ Smog City

A film called Jacob's Ladder. Which this film borrows from a bit in my opinion.
I love Session 9 because it reminds me of the video game Silent Hill 2, which also took inspiration from Jacob's Ladder.
Basically, you need to watch Jacob's Ladder, lol.
Session 9 is great.

I love The Machinist it's one of my favorite movies.

The Machinist by the same director as Session 9. definitely worth checking out

I'd say The Sentinel if you're looking for someone with a fragile psyche' who goes to a historically evil place. If you can get past the fact that it has just about every Hollywood actor of the time, it's a really scary story.
Jacob's Ladder also has the theme of someone's recent past shaping their current and present life.

Identity has a similar theme without the supernatural overtones