Old Boy (2003)

Both are dark stories that take unexpected turns! Though I will say that The Handmaiden's story is easier to follow than Old Boy.

Park Chan-Wook's Oldboy (2003) features an instance of brother-sister incest as well as father-daughter incest, both resulting in possible pregnancies.

Complicated relationships, mystery, suspense, shocking past, etc. .............................................................................................................................................................................................

Both movies feature one main character being abducted and locked up by strangers without having any clue whatsoever who caused it or why it happened, where the mystery is slowly being uncovered as the plot progresses.