I'm surprised no one mentioned Requiem for a Dream. It's well known and (for me at leat) was far more disturbing than any horror movie I've seen. But it's also true that I'm too afraid to watch A Serbian Film for years now 
Well... at least Requiem was the movie I was the most disturbed about until I saw Utøya: July 22 a few months ago... and oh God, did it leave me distressed for DAYS. Can't recommend it to anyone, not because it's not great, but because you might need a psychologist after. I know I do.
Well... at least Requiem was the movie I was the most disturbed about until I saw Utøya: July 22 a few months ago... and oh God, did it leave me distressed for DAYS. Can't recommend it to anyone, not because it's not great, but because you might need a psychologist after. I know I do.