Here are a few films I won't watch again cause I found them too disturbing:
"Requiem for a Dream"
"A Clockwork Orange" (even though I love Kubrick)
"Henry: A Portrait of a Killer"
"Silent Night"
"Jennifer": Masters of Horror
"Imprint": Masters of Horror (Ironically I own both on DVD but won't watch again)
"The Last House on the Left"
Also if you want to check out some nutty disturbing stuff here's a list compiled on IMDB:
http://www.imdb.com/list/JrGAWfo8AUE/