On the beach had this affect on me.
Ditto Cormac McCarthy’s The Crossing. It was beautifully written but, as you say, kept getting more and more horrible. I have refused to read any other McCarthy books because of it.
Bachman’s Thinner.
I thought it was a good deconstruction of popular tropes and adored it throughout. I always recommend it when someone asks me for scifi books. Wonder what they think of me? 
That’s exactly the series that I thought about when I saw the title of this thread. I first started reading it in college and somewhere in the middle of Chaos and Order (the fourth in the series) I had to put it down because the experiences that the characters were going through were so painful. I picked it up again about five years later and finsihed it, and I would definitely classify it the whole series as one of the best I’ve ever read. Describing what happens in the series wouldn’t really get the point across. I’ve encountered all kinds of nasty stuff disguised as a fantasy or science fiction novel, but material like Terry Goodkind’s is instantly forgettable. Donaldson crafts his characters which such amazing care that I find I can’t not feel for their suffering.
You mean Terry “let me just throw a gratuitous BDSM bit in here” Goodkind?
I’ve read The Poisonwood Bible-apart from deeply disliking the protagonists I can’t remember any strong feelings about it. For those who found it upsetting- can you say why?
A short story called “The People of Sand and Slag,” by Paolo Bacigalupi.
The story disturbed me so much I wish I could un-read it – but I’m constantly recommending it to everyone because it was so interesting and evocative.
Oh, hells yeah. Under the Banner of Heaven was really affecting. I was reading the first chapter when my husband came home from work. In answer to his innocent “hey, how are you?” question, I spit out, “I. Hate. Men.” Mr. Snicks says, “Put the book down, and slowly back away.”
Oof. A powerful and upsetting book.
For some reason, The Warhol Diaries affected me deeply. I was never that keen on Warhol’s work, but I found the minutiae of his life fascinating. As the end of the book got nearer and nearer, I realized I was reading the countdown to his life, and it was … upsetting.
Deerskin by Robin McKinley. The very first time I read it, I was shocked, because most versions of the folk story it is based on did not have the heroine’s father going quite as far as in the novel. After the initial shock wore off, I found it a very rewarding read. I still reread it, but never more than once a year, it is just too psychologically heavy to read more often.
I just love the line “she had the kind of beauty that stopped hearts and did not lift them”, iirc, I may be misquoting.
Michel Faber’s Under The Skin is a disturbing read that is hard to shake. It is also beautifully written.
Styron’s Sophie’s Choice - the book and the movie - there is something so raw about that book, its so beautiful and so horrible.
Lots of Atwood, but Handmaid’s Tale and Oryx and Crake both really stick hard. Both are just slippery slopes on the worst in our society, but they are such “reachable” slippery slopes. I still wonder if I could get to Canada with my kids, or would I be stopped at the boarder.
Thomas Spanbauer’s The Man Who Fell in Love with the Moon. The whole thing is disturbing. You know how Boogie Nights is about the world’s most dysfunctional family. Yeah, that sort of thing. But beautiful writing. Very evocative - which is problematic.
Mary Doria Russell’s The Sparrow - you just know where its going and it ain’t good. Although, honestly, I didn’t like it. So it doesn’t fit. But most people I know love it, and found it disturbing.
and of course, In Cold Blood, Capote. Do you need me to say why?
I get that feeling especially from biographies of people whose lives ended in bleak ways, like the recent Patricia Highsmith biography, or a couple biographies of Fassbinder I’ve read. Bill Landis’s book about Kenneth Anger is along these lines, too - Anger is still alive, and Landis acknowledges what he’s doing now, but he’s such a shadow of his former vitality that you wonder how he can be happy.
Caroline Knapp’s books are like this too. She overcame debilitating alcoholism and lived in serenity and happiness (one of her books is called The Merry Recluse)…till she died of lung cancer at 42. Ouch.
I can think of lots of books like this, many of them memoirs:
- Harold Brodkey’s This Wild Darkness (written when he was dying of AIDS, graphically describing his symptoms)
- Michael Ryan’s Secret Life (unflinching portrayal of sexual abuse, sex addiction and its consequences)
- a lot of Marguerite Duras’s novels (alcoholic women existing in lofty, agonized silence)
- David Wojnarowicz’s Close to the Knives (a generally gritty memoir of sex and street life)
- Aharon Appelfeld’s Unto the Soul (a soul-destroying story told in exquisite prose)
- Sarah Kane’s plays in general, but especially 4.48 Psychosis
- Eugene O’Neill’s Long Day’s Journey and Iceman Cometh
- Roland Barthes’s A Lover’s Discourse (a completely harrowing excavation of the psychology of love and attraction)
- Samuel R. Delany’s The Mad Man (I won’t even describe it here, but on most every page I was thinking “why am I going on with this novel?”)
I emerge from books like this with a richer sense of the world. These books are depressing, but I feel like it deepens one’s sense of life to know that it also includes such emotions and experiences.
Ritual, by Graham Masterton. I’ve got a strong stomach for horror (you have to if you’re a Masterton fan) but this one stretched even my tolerance. Good book, though, if you like that sort of thing.
Black Lamb and Grey Falcon by Rebecca West. Ostensibly a travelogue through Yugoslavia just prior to WWII, it’s full of Balkan history, and the peoples West met on her journey. I was reading it at the same time that Yugoslavia was self-destructing. Even without the (then) current events, the knowledge of what was coming for the people West encountered was harrowing.
Last Letters from Stalingrad A collection of some ~25 letters that were among the last flown out from the Sixth Army. You’ll never think about the Wehrmacht in the same way once you’ve read them.
The Worst Journey in the World by Apsley Cherry-Garrard is an account of Scott’s last Antarctic Expedition. Cherry-Garrard was not among those in the ill-fated pole party, but among those who found the last encampment. Some of the details of survival in the Antarctic winter literally made my blood run cold.
I think it was The Hangman’s Beautiful Daughter by Sharyn McCrumb. There was a part of the book involving a sad death, and when I read it some years ago, I had to put it down, and I cried as hard as I ever have, for 20 minutes straight.
I love Dennis Lehane, but you have to be ready for some nasty. Especially Gone Baby Gone.
Sleepers by Lorenzo Carcaterra. I never did find out if all he wrote was true. He claims it is, but I never followed up after reading it. I was probably 17 when I read it. I kept turning the pages thinking at some point it has to get better for the characters.