IMSDb.com kindly categorizes its scripts, although there's lots of genre crossover (action-thriller, horror-thriller, etc.) but taking a peek at the list might switch on a light bulb, http://www.imsdb.com/genre/Thriller/
Mamet's "Heist" is there, good script so-so film, and depending on your tastes and definition of thriller there's Blue Velvet, Body Heat, Fargo, The Getaway, L.A. Confidential, Spartan, Traffic, loads of others.
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