Liquid Sky. Really, really unpleasant for me despite being (also IMO) well-made.

And the first time I saw One Flew Over The Cuckoo's Nest, I started crying towards the end and couldn't stop, I had to be led out at the end by someone who could see. Now, I like the movie... but I had thought it was a comedy, and was unprepared for the ending.

But I still don't like meanness in movies. Violence I can deal with, but not meanness.