Name for the "clue-following" genre?

Most of these are treasure hunt films. (Wikipedia)

It looks like the only one that's not on this list is Angels & Demons, but the antimatter does look like a good MacGuffin substitute for the literal treasures in the other movies.

Also see the list of treasure hunt films at IMDB.

I think we can call this sub-genre quest and it covers all the details in your question. Filmsite.org mentions quest as a sub-genre of Action/Adventure genre also. Additionally, it can be a plot device, a trope or a symbol in literature.

Quests, an immemorial trope in literature, are common in fantasy. They can be anything from a quest to locate the MacGuffins necessary to save the world, to an internal quest of self-realization.

Quests continued in modern literature. Analysis can interpret many (perhaps most) stories as a quest in which the main character is seeking something that he desires, but the literal structure of a journey seeking something is, itself, still common. Quests often appear in fantasy literature.

^{http://en.wikipedia.org/wiki/Quest}

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Adventure travel narratives are often written within a quest genre. The quest as genre is a romantic narrative that follows a pattern of sequential steps: the call to journey, preparation, the journey, and returning home.

^{[An illustration of the quest genre as spiritual metaphor in adventure travel narratives by Jasmine M. Goodnow & Edward Ruddell http://www.tandfonline.com/ ]}

Diagramma poem from Angels & Demons:

From Santi’s earthly tomb with demon’s hole,
‘Cross Rome the mystic elements unfold.
The path of light is laid, the sacred test,
Let angels guide thee on thy lofty quest.

^{http://en.wikiquote.org/wiki/Angels_%26_Demons}

As you said, quest genre sounds like a sub-genre of fantasy because it commonly appears in fantasy novels or movies, but not necessarily. Quest fantasy or fantasy quest is often used as a sub-genre of fantasy to differentiate from the general quest genre.