Ace in the Hole – Kirk Douglas plays a total dirtbag who finds himself working for a small paper after being canned from bigger ones. A guy gets trapped in a mine. It could have been a fairly easy rescue, but Douglas capitalizes on the event for his own glory by hampering the rescue efforts. The sheriff, who is up for reelection, is happy to be a part of what becomes a literal circus and has campaign info painted on the rocky hill. Almost everyone in this movie is a despicable character.
Another vote for Leaving Las Vegas.
Crash (the mid-1990’s movie about people who get erotic thrills from being in and/or witnessing car crashes). People started leaving the theater about halfway through, when they realized it wasn’t going to get any better.
Damage, starring Jeremy Irons. Supremely boring for the first 80 or so minutes, and then, in the last 20 minutes, it turns into one of the most horrifyingly tragic and bleak movies I’ve ever seen.
Megan is missing?
Still gives me the heebie jeebies…
The movie is depressing on its own, but the story behind it is soul-crushing. The author of the original novella wrote it, based on his actual experiences, as an apology to his dead sister. The difference is that, in real life, the main character survived. He killed himself off in the story because he preferred that ending.
For about the last forty-five years now, that is the film that I have considered the bleakest and most depressing.
It’s set during the Great Depression. People would do almost anything for money for food or other basics. A group of characters participate in a Dance Marathon. I think it lasts 30 days perhaps. There are times when the faces of the characters become mirrors of our own agony in watching them. And the people cheering them on from the side became wrenching.
It didn’t help later when Gig Young, the M.C. of the Marathon, became a participant in a murder/suicide in real life.
Some of the stars were Jane Fonda, Bonnie Bedelia, Red Buttons, and Susannah York.
Bedelia’s song in the production made me want relief from just the irony alone.
I have not been able to see it a second time.
I’d put in another vote for Grave of the Fireflies
Not only did it make me lose all my faith in humanity, forever, it made me break down crying at the pathos of a jar of candies, right in the middle of grocery shopping (it was these Japanese hard candies in a tin… people who have seen the film will know what I mean).
There’s a Japanese film called Battle Royale where a graduating class of Japanese highschool school students are brought to an island, armed with random weapons, and told they have three days to kill each other off. It’s a bizarre government policy to pick one class every year for this, apparently to remind students about to enter the workforce who’s really in charge. It’s also a bizarre revenge plot by their teacher, who hates them and who has somehow manipulated the system to have their class selected.
Not too surprisingly, just about everybody ends up dead, and the two survivors have blood on their hands as well.
Ah, was just going to bring that one up.
A Hole In My Heart, by the same director, is arguably even more bleak.
Does it say something about me that I’ve seen many of the films mentioned here? 
Don’t think Au Revoir Les Enfants has been mentioned. Cried like a little bitch at the end of that one I did…
Funny Games. There’s a point in the movie that dangles out a small carrot of hope and then uses extreme measures to obliviate it entirely.
Chaos reigns.
Probably a Biblical movie.
Didn’t notice They Shoot Horses, Don’t They – that’s pretty much a bummer of a movie start to finish. Also with Bruce Dern, Black Sunday is black. And also with Marthe Keller, Fedora is a bummer too.
Oddly enough, something like Duras’s Atlantic Man should be bleak, but belongs to the rubric of the stark.
Well, I was younger and more impressionable, more sensitive and less jaded as well… but I still refuse to watch Requiem For A Dream again, because even though I barely remember it, I do remember I was fairly happy and joyful when I first started watching it and I left weeping and wanting to kill myself. A desire that would last for a good couple of weeks.
I have no idea whether it was the plot, the actors, the music or what, but for this individual at that time, that one movie was the death of all hope.
ETA: oh, and I’ll add that even though I have* Grave of the Fireflies* on DVD, and it has been recommended to me a whole bunch of times… I still don’t have the balls to actually watch it. Same with Come And See.
It took me about a week to get over the experience of seeing Monster with Charlize Theron.
Going back a bit,* I Am a Fugitive From a Chain Gang *is a bit of a downer.
Some people believe that Suzanne Collins plagiarized this in the “Hunger Games” series.
As for Michael Haneke, mentioned earlier in this thread, “The Seventh Continent” ended bleakly. The movie could best be described as being about total disintegration, and while there’s a disclaimer stating that it’s based on a true story, it apparently is not.
I am going to have to rewatch Requiem For A Dream. When I watched it years ago, I don’t recall being particularly affected by it. My mother, however, walked in towards the end, watched about five minutes, and then (literally, I do not exaggerated) ran out of the room weeping. And that’s mostly what I remember about the film.
Some people don’t understand what plagiarism is.
While I’ve already agreed it’s bleak and a good answer for the thread, I love Requiem For A Dream, own it on DVD and re-watch it occasionally. It’s just so good. Not the least of which is that it gave the world the indomitable Lux Aeterna.