After reading the disturbing books thread, I had to come here and put my two cents in. While lately I have been sticking to happy fluffy movies (The Lizzy McGuire Movie, anyone?....I'm such a loser

) but a few come to mind:
Pet Cemetery: I always loved these movies, maybe because they were the first "horror" movies I ever saw, but one time when my brother was younger he came down and watched it with us, and I found him later curled up on his bed and shaking

- needless to say, I was a little more careful when he was around.
By the way, when doing a google search on how to spell it - I am that bad, how did I ever make it to University? - I found this site, which for whatever reason, I found a bit disturbing in more of a weird way
http://www.mycemetery.com/pet/
And I get to post a new one! Yeah, I feel so special!
Titus (1999), based on Shakespeare's earliest play, "Titus Andronicus", and starring Anthony Hopkins, was seriously messed. Really disturbing, I found it hard to finish, but it had amazing cinematography. If you can stomach it, check it out just to say you did.
Warning: really disturbing rape scene, if you don't see the actual act, the before and after is more than enough.