Check Stalker from Tarkovsky if you didn't already. Quite a few tried it after the game adaptations. A bit older than the 90's, but it's mood is unbeatable.
Try Clive Barker's Hellraiser series. Well it's considered horror, but I'd rather call it fantasy with gore and demons. Just some others continued it after the third one, and those are crap.
Did you see Cube and it's sequels? Never seen a movie that good from that low budget.
Labyrinth with David Bowie? I think it was the first fantasy I ever saw. I loved it as a kid, and watched again recently, and it's still good.