In addition to using many of the conventions of melodrama, Vertigo features Hitch's famed techniques for building suspense and probing character. This makes the movie into more than a love story or detective story or a tale of the supernatural. Vertigo, like so many of Hitch's signature films, keeps us on the edge of our seats, wondering what our complex and troubled characters will do next.
It's been said that the difference between a thriller and a psychological thriller is that a thriller is focused on the action, while a psychological thriller is focused on the characters (source). That's definitely true in Vertigo. How do you create a psychological thriller on film, though, which is a visual medium that can't really get inside the character's head as a novel might?
That's where we see Hitchcock's genius in using cinematic techniques to convey the inner worlds of Scottie and Madeleine/Judy: Scottie's obsession, Madeleine's apparent dissociations, Judy's desperate longing for Scottie. When we see Judy's flashback, we have to totally re-evaluate her character and motivations. Likewise, when Scottie discovers the truth, his whole psychological perspective is reoriented. Beginning at the moment when Scottie sees Judy walking into the room "reborn" as Madeleine, we could turn off the sound and still understand exactly what each of them is experiencing through the end of the film.