To begin, this film is a sort of psychological one, the kind that messes with your head, such as shutter island, the butterfly effect etc.
The plot is simplified terms, a man moves into a new town with his family, everyone in the town including his neighbour seem to treat him weird, in particular the neighbour's daughter, who seems to be afraid of him. One night in his house with his family, a man (or woman) is outside his house, the man then goes outside to scare the man off or something. The man then goes to the police (I think) and they suggest it may be the old owner of the house, who was a serial killer that murdered his family. They send him to a mental home and he visits the home and looks up the mans documentation and see's a picture of himself. It basically turns out that he is the one who murdered his own family and had recently gotten out of the mental home. His family don't actually exist, he just see's them.
I don't know any of the names of the actors and this probably isn't enough detail but I have searched lists of psychological thrillers/horrors and cant seem to find it. I can't even recall how I came to finding this film, I just remember watching it with a friend, who also cannot remember what it was called.
This film was set in the US I believe, the town of which it was set had snow in it, if this is of any use at all.
Keep in mind that some of my details may be wrong, so if you have a film in mind and read something which didn't happen in the film you were planning on contributing, say it anyway, it is more than likely that I am wrong-
The ending is kind of fuzzy to me, too, heh... but [SPOILER - highlight to read]: ...I believe she was dead ever since the car accident, and Liam Neeson's character saw dead people, and helped them transition to the next life.