The most disturbing flicks I've ever seen both come from Takashi Miike, and those are
Ichi the Killer
and
Audition
Ichi because of it's blatant disregard for decency and human life. It's graphic violnece is pretty much the worst I've ever seen, from guys removing their tongues, to women getting their nipples cut off with a box cutter. I don't mind graphic violence in movies, but this was too much for me, and that says something.
Audition because of how fucked up the whole scenario is. It's one of those movies that unfortunately has to give away it's big secret in order to sell the movie, but it didn't change how fucked up and scary it is in the end. It's a movie you have to watch by yourself in order to truly soak in the horror behind it.
Another good one is
Wolf Creek. This was a surprisingly brilliant horror film that transcends most slashers in one key way that has always been missing - CHARACTER DEVELOPMENT! Mostly in the fact that in most (ie: all) slashers, you don't give two shits about the characters, but in Wolf Creek these kids are in genuine peril and don't deserve the horrors that await them. The killer is probably one of the most brutal guys in recent cinema, too.
Jam it back in, in the dark.