I recently saw “Rampage” from 2009. Its basically a movie where a spree shooter is portrayed as the good guy/anti-hero. Several parts gave me that pit in your stomach, teeth gritting uncomfortable moment. I really hated it. Although I’m not surprised there are sequals I am disappointed and will not be watching them.
Came to say Requiem for a Dream but I see that’s well represented.
I’ll go with Legends of the Fall - a story told across multiple generations of a family, and damn near nothing but tragedy for any of them. It left me feeling so bleak towards the world. (Decades ago that I watched it, but that’s my recollection.)
Pink Floyd The Wall - also just left me feeling like humanity is just endlessly fucked up and mostly terrible to each other.