Yeah, I have a hard time choosing between Fury and Scarlet Street.  For a long while, I would have said Fury, but I've slowly been coming around to Scarlet Street.  I doubt there's much of a reason behind it.

Part of what I find so interesting about Fury is its relation to M.  I think Fury can be read very interestingly as a sort of response to M, although I've never really thought this out.  They both concern issues of the individual's relation to the wider society, with M focusing on the society and Fury on the individual.  In M the serial killer remains a sort of abstraction until the end of the film, and we focus on the way the society conducts itself in a panicked attempt to remove the source of evil within.  In Fury the wider society remains a sort of threatening abstraction until the end of the film, and we focus on how the individual responds to the crushing power that wider society can wield.  Anyway, you see where this is going:  there's a sort of dialectical relationship between the two films, and it makes them richer than they'd be in isolation.