9. 'Frailty' (2002)
Maybe the most underrated gem in the man of the hour's canon, this sharp psychological thriller was actor Bill Paxton's directorial debut. McConaughey plays a man who relates his story filled with murder and religious fundamentalism to an FBI agent, recalling how he and his brother were terrorized by their frightfully god-fearing father. He tries to stop Dad from killing "demons" — and then things get worse. The star may be merely the film's narrator, but he sets the tone, showing a darker side to his usually sunny J.K.-livin' disposition. It was a hint of things to come.