Sub-genres

There are many sub-genres within the genre of thriller:

Spy: The hero is normally a government agent - From Russia with Love

Political: The hero helps to ensure the stability of the government - A Few Good Men

Legal: Not only is the case at stake in these films, but a lot of lives too - The Pelican Brief

Psychological: Conflict is emotional/mental rather than physical - The Talented Mr. Ripley

Horror: The conflict is mental, emotional and physically - SAW I/II/III

Disaster: the main event is a natural disaster (volcanoes etc) - e.g. Earthquake

Serial Killer: The villain has numerous victims and often a unique style of murder - Disturbia

Supernatural: where one character has supernatural powers - White Noise

Crime: Plot is based on illegal activity (robberies, kidnaps etc) - Reservoir Dogs

Although the majority of thrillers do entail illegal activity and elements of the horror genre.

(With some help from http://www.wikipedia.co.uk/)