Uhh I've got a few:
Martyrs: Probably the most disturbing film I've ever seen. When it was over, I actually felt emotionally drained. I have never felt so miserable after watching a movie, and that's why it is one of my favorites.
Martyrs
Inside: Another disturbing french horror film. Not as deep or as damaging as Martyrs, but it is equally violent (Perhaps moreso) and it has some of the creepiest scenes I have ever seen in a movie.
Inside
Begotten: It's an artistic film exploring, what I think, is man's relation to God and creation. The opening scene involves a heavily bandaged God disembowling himself, Mother Nature emerges and jerks off his dead body, impregnates herself with his semen and gives birth to Man.
It's not entertaining to watch, but if you appreciate film as art and have an interest in this sort of thing, then it is well worth watching
Begotten
Salo, or the 120 days of Sodom: Based off of the novel by Marquis de Sade, it's about four libertines who kidnap boys and girls from 11-17 and torture them physically, mentally and sexually.
http://www.imdb.com/title/tt0073650/
s**t there are plenty more, but Im too lazy to post them all haha
edited for redundancy durr