Unreliable Reality
Keeping it unclear what is real and what is imagined in the film's world. You end up as unsure as the main character.
Stalker
The Zone's rules contradict each other and change without explanation. Paths that were safe become deadly, the direct route is forbidden and the Stalker treats the Zone as a living thing. No one can check whether the Zone really has supernatural properties. It's possible the Stalker has laid a mythology over a contaminated industrial wasteland. Tarkovsky never settles this, and that uncertainty about the Zone is the film's argument.
Pan's Labyrinth
Del Toro gives you evidence for both readings throughout. The mandrake root seems to physically affect the Captain's wife, and Ofelia's death happens at the same moment as her fairy tale coronation. The film never confirms whether the underground kingdom is real. As cliche as it sounds, leaving it open is a moral stance. The fantasy is true whether or not it is real.

