Conventions of a thriller movie

What is a thriller?
They can be covered into supernatural, horror, suspense, they set either a sinister or scary atmosphere.
Literature, film, gaming and television, it includes numerous, and occasionally overlapping sub-genres.

What should be involved in a thriller?
Fast paced, frequent action, and resourceful heroes.
There are other literary devices which should be included to a successful thriller; such as: suspense, red herrings and cliff-hangers.

Different types of thrillers.
There are many sub-genres of thriller films. For example:

Spy thrillers- Spy thrillers of often linked to the government in some way, films which can come under the 'spy thriller' are: James Bond and the Bourne series.
Political thrillers- Usually based or inspired by true events. One example of this is 'Olympus Has Fallen'
Conspiracy thrillers- hero confronts the powerful group of enemies whose true extent and power only they recognise.
Military thrillers- contain fighting in war etc. Saving Private Ryan for example.
Medical thrillers- The hero is usually a  physician who fights corrupt drug companies or colleges involved in unethical experiments.
Forensic thrillers- Often has the hero as a forensic scientist who have their lives put in risk because of an unsolved crime.
Psychological thrillers- in which conflict between main characters is mental and emotional rather than psychical
Horror thrillers- Conflict between main characters is mental emotional physical etc.

Characteristics of a thriller movie
A thriller movie is identified by the structure of their plot. They are often overlapped with mystery or crime stories.
Usually they build a climax to make the audience feel connected to the characters and feel different type of emotions.

Foreign cities, deserts, churches, subways, airports, Polar Regions or high seas, or even the woods, are usually the main settings for a thriller film.