One of the most psychologically intense experiences I've had on Audible was with the 'Pines' trilogy by Blake Crouch, narrated by Paul Michael Garcia. It starts as a seemingly standard mystery—an FBI agent in a strange town—but spirals into a mind-bending sci-fi thriller about reality itself. Garcia's escalating panic and confusion as the protagonist's world unravels is masterful. It's less about a 'who' and more about a 'what is happening to my mind.'
For a more grounded but equally tense family psychology, the 'Good Girl's Guide to Murder' trilogy by Holly Jackson, narrated by a full cast including Kristin Atherton and Luke Poli, is superb YA. It's about a student's podcast reinvestigating a closed case. The audio format, with podcast segments, interviews, and narration, pulls you into the investigator's obsessive, risky mindset. You feel her fear and determination.
If you like your psychology served with dry, bureaucratic horror, the 'John Putnam Thatcher' series by Emma Lathen, narrated by John C. Brown, is a classic. Thatcher is a bank executive solving crimes in the world of high finance. The thrill is in the cold, logical deduction and the exposure of greed and weakness. Brown's dignified, unflappable narration is the perfect vehicle for this very specific, cerebral kind of tension.