Retreat (2011) http://www.imdb.com/title/tt1410051/
Martin and Kate take a trip rent the only house on an isolated island off the coast of Britain. They were there years before when they were young and in love. This time they've returned to try to overcome a personal tragedy and rekindle their marriage. While dealing with their issues a man named Jack washes up on shore. They take him inside and try to call for help on the radio, but can't get any response. Jack awakes and tells of a highly communicable and deadly disease that is ravaging Europe. Jack is in the army and he basically takes control of the house, boarding it up against anyone trying to get in to keep the disease away. There is no way for Martin and Kate to verify the story, which begins to cause conflict with Jack as well as amplify their personal issues.
Stars Cillian Murphy as Martin, Thandie Newton as Kate, and Jamie Bell as Jack. The only other folks you see are Doug, the owner of the island, who ferries the couple across the water, and Mrs. Doug.
Everything takes place in basically one location, the island and the house. Sort of like in the thriller "Dead Calm" where the cast is isolated on a boat, or "Phone Booth" where the entire film takes place in a phone booth.
Acted well, great location, tight story, good thriller that will probably keep you guessing to the end.
Also, if you're shopping for such films, go ahead and check out "Dead Calm" and "Phone Booth" as well. Different stories, but similar thrills stemming from isolation, claustrophobia, hopelessness and tension.