The Wolf of Wall Street. That movie gave me nightmares.

At the risk of sounding prude, seeing so much excess and chaos crossed the line from being morbid to becoming genuinely unpleasant, like seeing drunks and drug addicts in real life. I hated DiCaprio’s character with a passion from start to finish, and that night after watching the movie, I had a nightmare where I was at one of those parties and they were abusing me and my friends.

Knowing that it’s based on real events, that the guy DiCaprio plays is free, and that there are people who admire him even after seeing the movie makes me feel dejected.

Falling Down (1993). The main character attacking minorities, saying American conservative shit, and enablement of urban paranoia was pretty unsettling. The black comedy undertones did get me to chuckle once or twice, but overall just an upsetting thinking of some people sympathizing with the MC in a way that led conservatism to what it is today. The fact that he killed a neonazi does not balance it out.

The Hunt (2012). Sweet guy gets accused by the child of his best friends to have abused her, thanks to suggestive questioning. Whole town turns against him, even though he's innocent. I couldn't finish watching it, because I was trembling and couldn't watch the hopelessness and unfair treatment. Even worse, it's based on a true story.

Requiem for a Dream is likely to come up. maybe Leon as well. Poor Things might be too close to horror to count, The Girl Next Door definitely is. Watership Down is another common one, Plague Dogs is similar and potentially more uncomfortable. for other animations you could count Perfect Blue and Grave of the Fireflies

Gummo is mentioned elsewhere, the only other Korine film i've seen is Kids (1995) and it's fucking grim

Brave Little Toaster

Nightcrawler. To think there are real people like that.

Incendies. Messed up revelation. Also had my biggest non-horror/thriller jumpscare.

First one that came to mind is Grave of the Fireflies, a Studio Ghibli movie unlike any of the other movies they ever made.

They've both been mentioned below but mine are 'Grave of the Fireflies,' and 'When the Wind Blows.' They hit harder than 'horror' movies because they are, in a way, the real human horror for which a 'genre:horror' movie would be an abstraction.

Old Boy. The 2003 Korean one, at least.

Irreversible. Don't watch it. Or rather... I recommend looking up first why it is so controversial and see if you think you want to watch it. If you want to watch it... It is a pretty brilliant way to actual convey the thing happening, but it is still stuck in my mind years later and I'm pretty sure I can never watch it again.

Hard Candy (2005) - although it edges towards horror...

The Big Short (2015) - although it edges towards horror...

Trainspotting

Requiem for a Dream

Both movies were good. Both movies were absolutely a one time watch and never again.

Threads - UK based movie from 1984 which is a speculative fictional account of what would happen in the event of a nuclear war.

Seeing Robin Williams play a creep in 1 Hour Photo was unsettling. Especially the scene where he is imagining being part of the family whose home he has broken into and is just casually doing stuff in.

Also Grave of the Fireflies for being the greatest movie I never want to see again for reasons that will only be clear ig you also watch it.

The Prestige

I absolutely love that movie, but the first time watching, when that one moment hits. Such emotions I've seldomly had when watching a movie.

Maybe honerable mention for Seven?

I recently did a rewatch of all the James Bond movies.
The Moore ones from (especially) the late seventies made me cringe away really hard.
Tried to watch them for completeness sake, but made me physically uncomfortable so in the end I skipped large parts.
Didn't age well at all...
I really like most of the older and newer ones, though.

the dreamers(2003)

blue velvet, been a while though(1986)

Gummo(1997) for sure

Watership Down. It's animated. It's a kid's movie.

Also Plague Dogs.

My college roommate insisted we watch Happiness. It's a profoundly disturbing comedy.

The Wrestler (2008)

Requiem For a Dream (2000)

Thank you Darren Aronofsky.

The Cell (2000)

Thank you Tarsem Dhandwar Singh

Melancholia fucked me up for a minute. I hadn't seen any of his other movies and I still dont intend to.

Requiem for a Dream
Happiness

Trainspotting maybe?

1 hour photo.

the scene where Robin Williams has broken into their house and is shitting on their toilet was just too fucked up for me and I turned it off. never finished it.

Replied previously but adding:

Kids Gummo

Blue Velvet is one

KIDS is another

Pasolini's Salo/120 Days of Sodom - Nobody ever regrets watching it.

Bad Boy Bubby - One of many grim Aussie films of that era. A classic.

The Warzone - Tim Roth's directorial feature. Incestuous rape introducing Colin Farrell in his feature debut.

Drowning By Numbers/ A Zed and Two Noughts - Peter Greenaway shoots his films like renaissance paintings. Do you like lots and lots of snails on naked bodies? No? Tough. The Michael Nyman scores are terrific though.

You can pretty much take your pic with any of Lars Von Triers films. Breaking the Waves, Antichrist, Dogville etc.

Festen - which is Danish but NOT a Lars Von Trier film is probably the best Dogme 95 films of all. Including that fucking MAGAT Harmony Korine. Don't know if this is that haunting but a good film anyway.

Come and See - Yes yes come and see! and in the vein of horrible WW2 films...

Salon Kitty - Tinto Brass before he went full porno.

Baise Moi - FUCK ME! No really that's what its called.

Christiane F : Wir Kinder vom Bahnhof Zoo - Not a documentary but based on fact.

Reckon that should be enough. Happy viewing! LOL.

For me it was The Butterfly Effect.

Kids, Requiem for a Dream

The Perfect Storm (2000)

True story and just so much anxiety.

Uncut gems. Could not even finish it, just too stressful. One Battle After Another was similar in some ways, but actually an enjoyable watch for me.