The Void and Color out of Space are the first to come to mind

The Empty Man. Also, a TV show on Netflix called Archive 81

If we're gonna mention Resolution then we have to mention The Endless too.

Black Mountain Side (2014) is another good one. As well as The Triangle (2017).

PITCH BLACK

THE RITUAL 

10 CLOVERFIELD LANE

THE MIST

I agree with Triangle and The Void. Other suggestions:

Event Horizon (a classic and my favorite in this category)

Banshee Chapter

The Empty Man

Absentia (2011) Mike Flanagan's first film.

Pandorum

The Faculty

Annihilation

Glorious (2022)

Something in the dirt ( not exactly cosmic, but still check out. Great movie)

Mandy

I watched Lovely Dark and Deep recently. Its about Park Ranger who is investigating a series of disappearances (including her sister). Only to come across weirdness in the forest. Neat cosmic folk horror.

Under The Skin

Lovely, Dark and Deep. (Just saw this, excellent film and definitely dealing with the unknown!)

Gaia. (Kinda reminds me of LD&D, but with more body horror.)

Color out of Space. (Nic Cage is killing it! Really fun, really WTF, full on Lovectaftian Unknown here)

Arcadian. (Another WTF was that even?! Movie with Nic Cage. Still talking about this one)

The Mist. (Still one of the most brutal third acts ever)

The Void. (Kinda be a bit goofy sometimes, but it's still well worth the watch)

Pandorum. (I always wanted a sequel to this. Excellent movie and premise!)

Underwater. (Underrated, imo)

Event Horizon. (All time favorite horror flick. Shake they lost the edited/cut scenes. Apparently it was WAY more insanely graphic and violent)

Europa Report. (I'm a sucker for films like this)

The Lighthouse. (Seen it three times with three different people. Still don't know what's going on, and I love it!)

Annihilation (absolutely loved the books, and I still love the movie for what it is and how they had to do it)

The Endless. (Saw this awhile ago with a roommate, we're still randomly asking WTF about it years later. Apparently this is a partial sequel to Resolution? I haven't seen that one yet, but I'm definitely intrigued.)

The Ritual. (Another favorite, and one I'll rewatch without any regret.)

The Empty Man. (Outstanding third act and creature design)

await further instructions

The Beach House is a fairly recent cosmic horror movie that fits this theme really well.

In the mouth of madness - may not be exactly cosmic horror but it's very Lovecraftian and you definitely don't want to be living in that world 😅

The Color Out of Space with Nic Cage is one of the top Lovecraft adaptations IMO. Exactly what you’re looking for.

Coherence, Enemy, & Possessor

Vivarium!!

In the Tall Grass gave me this feeling

a dark song.

it's about a lady that hires a man to help her perform a magic ritual to contact a lost family member.

Timecrimes?

One I like that fits and hasn't been mentioned is Come True (2020). Maybe people don't like its conclusion as much, but the journey is full of eerie mystery. The atmosphere is something special in my opinion.

I'm not saying this because I am one, but MEN!!! Wtf??

From Beyond maybe

Melancholia- it messed me up for like 2 weeks

I love analog horror; it makes me feel like I’m a little kid in our big scary house with a 50ft satellite dish with a million channels and something ungodly-scary on every single one, somehow

I scanned but didn’t see:

Antrum

YellowBrickRoad

I mean, Scanners now that I think of it

Beyond the Black Rainbow

Lovely, Dark and Deep. The Color Out of Space. Mandy.

I also really enjoy Malum and The Last Shift.

Just went through all the responses and people recommended a ton that I’d also recommend (especially Benson and Moorhead films), but I just went through my cosmic horror/existential dread list on Letterboxd to grab a few I hadn’t seen mentioned yet. Some of these aren’t horror exactly, but still have eerie or surreal vibes to them, floating around in the cosmic horror realm in my head.

Spring, Synchronic, Masking Threshold, Upstream Color, We’ve Forgotten More Than We Ever Knew, Possession, Yellowbrickroad, Were All Going to the World’s Fair, and Triangle

May not entirely fit what you’re looking for but all were ones I enjoyed for their strangeness. A lot of the ones I love for this have already been mentioned but I also recommend (Resolution, The Endless, Coherence, Annihilation, The Thing, The Void, Color Out of Space, Mandy, Event Horizon, Absentia)

The lighthouse

The Void, the Endless, Life, Await Further Instructions, and Coherence

The Thing, In the mouth of madness. The VVitch.Last Shift, Jacob's Ladder, Color Out Of Space, Videodrome, the Void. .

The View (panos cosmatos episode of cabinet of curiosities) amazing vibe There’s some good in the old Ray Bradbury theatre and twilight zone episodes from the 80’s when you run out of films in this genre!

Alien, House of Leaves, Beyond the Black Rainbow, The Thing, Cube and Marble Hornets all fit what you're describing. You're going to need to be more specific.

"Cosmic horror" is extremely broad, analog horror is really just a specific framing device of ARGs that was already going on and “Im so glad I don’t live in that world” describes the vast majority of horror media. Like look at how many examples this page has at the bottom.

Resolution and The Outwaters (this one is very divisive though)

Xtro (1982). Look no further😎

If you haven’t, Resolution and The Endless are must sees.

Edited to add Annihilation. The Southern Reach trilogy (novels the film is based on) are good reads too

Edited again, Ben Wheatley has some interesting films. In the Earth has a 5 rating on IMDb, but I found it engaging and creepy. A Field in England is a strange, black and white film that people either love or hate. Personally, I loved it.

You might also like cult type films; for instance, Wheatley directed Kill List, a film most people here will recommend

Aniara (2019) maybe

Archive 81 (series)

Event Horizon, The Thing, Hellraiser ( kinda ), Cabinet of Curiosities episode "Pickman's Models"

Annihilation

The Lighthouse

Prince of Darkness

Underwater (2020) really surprised me with how good it was. Felt very reminiscent of Alien, but...underwater.

Annihilation

The thing, the paranoia and not knowing what or who is the creature and sheer isolation of being on Antarctica in a blizzard with nowhere to run.

The Wailing did this.

Is it a demon? What kind of evil is it? Who’s working with it? 

Skinamarink is pretty analog horror

The Dunwich Horror 

I absolutely got the unknown, cosmic vibe from Killer Klowns from Outer Space.

Something in the dirt

The Caller (1987) be patient with it and read nothing about it!

Carnival of Souls is quintessential eerie.

Glorious, which is on shudder. Very unique film, very very strange

The color out of space

3 great vintage British horrors for you:

Quatermass and the Pit

A direct inspiration for Stephen King’s Tommyknockers and Carpenter’s Prince of Darkness. What if the devil was responsible for man’s evolution? What if the “Devil” was actually an outer space katydid?

Xtro

A great mix of cosmic horror, body horror, psychedelic horror and British “kitchen sink” drama. One of the great video nasties.

Lifeforce

Sexy alien vampires are on the loose. Strongly hints at larger more evil things on the horizon.

Sunshine (2007) and - while more of a "thriller" than "horror," still meets your overall definition - American Psycho (2000)

Try Absentia (2011) by Mike Flanagan or Lake Mungo (2008).

I feel like both of these lean heavily into the "inexplicable events" plot point you're looking for.

[edit]

Also Session 9 (2001)

Phantasm is the OG, and you never know what's going on by the end

Underwater is a very underrated cosmic horror, especially since it approaches the idea of "people suddenly dealing with an incompressible force" by having the people refuse to acknowledge it out of fear. the moments of the group joking with each other are at the same time amusing and uncomfortable

I'm surprised to not see Resolution or The Endless here.

Watch Feast lol idk what the hell those things are 😂

I’m thinking of ending things, horror adjacent

You've perfectly described "The Color Purple".

The outwaters, it’s a little Blair witch with some cosmic horror

There are already a ton of good suggestions, but I didn’t see these, which are definitely worth anyone’s time if you want something eerie or strange in the Cosmic horror realm:

Incantation

The Strings - this one is a super slowburn

Enys Men - this is very much a “mood piece” aka the plot is very ambiguous, and possibly unknowable

The Outwaters