Suspense is something that can be used in a movie to build up to a big event; it keeps the audience on the edge of their seat and even affects them physically, for example some people's heart beats faster because they feel like they are experiencing the tension first hand.
There is a lot of suspense built in the killing scenes of the film 'jaws'. This suspense (as in many other films) is created through the use of music; the jaws soundtrack had become legendary due to the way in which it terrified the audiences by building suspense and tension. The creators of Jaws also used another technique to create suspense, parts of the scenes were filmed underwater which built fear and tension within the audience, as they knew something that the characters didn't; they were kept on the edge of their seats. Camera work and music are just some ways in which suspense is created in thrillers.
Suspense can be created when the audience knows something that the characters don't know, for example in Alfred Hitchcock's 'Bomb Theory', the mise en scene would create tension by letting the audience in on a secret that the characters were ignorant of.