The Devil's Backbone
Before The Shape of Water, Guillermo del Toro released The Devil's Backbone. This film is set during the Spanish Civil War. It's a psychodrama that does not leave anything to the imagination besides the origin of the specter that resembles the orphaned protagonist of the film. Also, del Toro claims that he loosely based the plot of this movie off of the specter that he was visited by as a child. Creepy.