...agree with Hotel Rwanda...other films I remember feeling tortured by include:

Ladybird Ladybird - Dir Ken Loach
Dancer in the Dark - Dir Lars von Trier
Nil by Mouth - Dir Gary Oldman
City of God - Dir Meirelles & Lund
13 Tzameti - Géla Babluani
Breaking the Waves - Dir Lars von Trier
Cathy Come Home - Ken Loach

Lastly I had to sit through The Holiday, along with Music & Lyrics which has also left a depressing legacy...

'Hotel Rwanda' is a fine film. There's also one on the same subject with John Hurt that's worth seeing called 'Shooting Dogs' though it's not as good as 'Hotel Rwanda'. It does romanticise the Hurt character somewhat as a selfless hero - he's a priest in the movie.

Other tragic tales - 'Lilya 4 Ever' a Swedish film about human traffiking - a Russian young woman who ends up being taken to Sweden under the false pretence of a better life only to end up in prostitution. Unremittingly bleak but good. Recommended.

'City of God' - children and gun crime in Rio. Strong stuff.

A recently seen film I found depressing for other reasons - 'Brick Lane', so unengaging and dull. Ended up falling asleep through that one

Profoundly depressing movie....it definitely comes under the list of movies that you can't say you "like" or "will watch again".
The rape scene is far too graphic and the murder via fire extinguisher is pretty horrific.

All in all it leaves you feeling very empty.

is supposed to have a no compromise ending. Apparently Frank Darabont was offered double the budget if he would happy up the ending. He took the smaller budget which should be applauded in Hollywood I would suggest.

Anyone seen it? (no spoilers though please)

AKA "Fat Girl"
I probably only mention it after seeing the equally appalling "Irreversible" that was mentioned above. I brought them both in a 2 for 1 deal. I didn't know it was the double billing from hell. I watched them and thought "Onto ebay you go." I didn't want them in my house, they are both excremental.

City of God made me think of "Pixote." A Brazillian film about street kids, what an endurance test that is. However unlike Fat Girl and Irreversible it is well made and worth seeing.

Nine years before the more commercial and quite similar Sixth Sense came the perenially underrated Jacob's Ladder. Demands quite a few viewings, can make you switch between depressed and elated in a short space of time and has an ending which is actually a bit of a red herring

Ashton Kutcher is a very funny comic actor. Watch That 70's Show for proof. He then went on to make a bleak depressing film about child abuse and time travel. Every fifteen minutes he gets plunged into a new horrific hell (including losing all his limbs!). The cumulative effect is devastating. I felt like crap for a week afterwards.

DO NOT SEE THIS FILM.

So depressing that it ends with Ashton Kutcher in the womb strangling himself with his placenta so that he will never be born. It is a decent, maybe even good film, but it's so unpleasant I can't believe it got financed. Just such a gruelling film. If I could travel back in time, this would be first thing on my list to save myself from.

'Walter'. Harrowing drama about a mentally disabled man (Ian McKellen) let down by the system. Shown on Channel 4's inaugaral night, and reshown recently on More4. My English teacher made us watch it at school and it still depresses me to think of it, especially as the mental hospital was a real one.
'Stella Does Tricks'. Young prostitute's story, James Bolan as a vicious pimp. You will never watch 'The Likely Lads' the same way again - I know he's just an actor and everything, but still.
'Jude'. Hardy adaptation with Christopher Eccleston. It's all going gonad-shaped from the off and we know it. You need to be hardy to get through it.
'Scum'. The greenhouse. Need I say more?
I guess I feel enriched for having watched the above, but will avoid watching them again, especially if there's a Warner Brothers cartoon to lift my spirits on the other side/calling me from the DVD stack. Someone told me the plot outline of 'Requiem for a Dream', and something tells me that no matter how well it's put together, I'd have a jollier time viewing a man dashing kittens against a wall to the strains of Jesus' Blood Never Failed Me Yet.

Boy gets caught up in war. Spends most of the film either in mud, filth, encountering decaying corpses and homeless villagers. Some of those homeless are herded into a church which is then torched. Film lasts about three hours.
Brilliant if very VERY depressing.
It was no Muriel's Wedding believe me

Have you ever wanted to know what it felt like to be dragged through a sewer? You have? Well I've got the film for you!

"Happiness" by Todd Solonz.

People defend it by saying "It's real. Things like child molestation really happen." No kidding! Thanks for the newsflash!

I cannot tell you how much I despise this film and the wretch who made it. The great pity is it has a great cast.

I have a theory that writers all look like characters from their own work. I call it the "Stephen King Principle" Anne Rice is another fine example. Well, Mr Todd Solonz would fit right in the joy destroying world of Happiness.