That’s fair. 
I’ll probably be alone in nominating The Omen. At the funeral of the Thornes, little Damien looks at the camera. By far and away the creepiest face of a child actor in history. We see that the little bastard got what he wanted and wonder how he will be stopped.
That was creepy! Wasn’t Damien holding hands with the president and the first lady?
Excellent pick.
The lady cuts open the pregnant main characters belly, takes out the baby from inside. Meanwhile, mother dies and the final shot is our villain holding the baby in a rocking chair, all covered in blood.
It’s a heck of a movie, folks. Hit harder than Martyrs.
In the non-horror category, the first film I thought of was The Long Good Friday. Bob Hoskins’s gangster character moves heaven and earth to figure out who’s trying to destroy his organization and just when he thinks it’s all over the rug gets pulled out from under him. The final wordless scene where you can read a whole series of emotions on his face is a masterpiece.
Being an old-hand sf reader I got the ending from the trailer. For me it was just waiting for the reveal.
How about the ending of 1984, either the 1956 or 1984 version, take your pick.
Thought of another one: Catherine Breillat’s À ma sœur!
Most of Breillat’s movies contain a gut punch of one kind or another; although her stroke a few years ago has sadly dulled her artistic blade a bit, she’s an uncompromising filmmaker who doesn’t shy away from unpleasant subjects. Even in this filmography, À ma sœur! stands out as being particularly tough-minded.
The film (which was released with more than one English-translated title, but most widely as Fat Girl) tells a coming-of-age story focused on two teenage sisters who have conflicting views on what it will mean when each loses her respective virginity. During a seaside vacation, we watch as they navigate prospective romantic entanglements and argue about their choices and opinions, and we think we’re watching a serious and very frank story of parallel sexual awakening told without any of the twee euphemism that typically softens this kind of material in American cinema.
Then the climax arrives, and we’re kicked in the face with a rapid series of unexpected developments that sends us staggering out of the cinema. If we just see it as a shocking twist and don’t think too hard, it can seem like nothing but a brutal curveball, but if we look back carefully over the whole movie we realize that everything was oblique but deliberate setup for a specific observation — not a lesson, because Breillat is not a moralist, she simply observes — about how emotionally fraught teenagers left to their own devices without active and engaged parenting, especially on sexual subjects, can be manipulated into terrible choices and behavior.
It’s a very good movie, but good Christ is it not an easy one.
Another vote for Se7en here: What’s in the box?
The Mist — I’m going to have to watch this one!
The New French Extremity movement made a lot of films that were tough for me to stomach, and I consider myself fairly jaded by horror fan standards. Martyrs was maybe the most unpleasant theatregoing experiences I’ve ever had. I don’t remember quite the hard-hitting ending in Frontière(s) but the whole movie is an endurance test. Haute Tension has one of those jaw-dropping “wait, what?” climactic plot twists that doesn’t seem to hold up plotwise under analysis, but it’s definitely memorable
The movie came out a few years before I was born, but I watched the trailer on YouTube a few years back. How could anyone watch that trailer without knowing what Soylent Green was? The voice over would say, “What is Soylent Green?” and the camera panned over a series of body bags going down a conveyer belt. The trailer gave away just about the entire plot of the movie.
Let Him Have It. It was the end, or near the end. The kid about to be executed is praying in his cell, and mid prayer the guards come in, grab him brusquely, and push aside an armoire revealing a door to the execution room. I thought it was creepy.
Maybe this could also go in the “movie moments that are only effective in the theater” thread, because I found the ending to be kind of underwhelming (Brad Pitt’s acting was a bit corny and I didn’t really see anything shocking).
Oh, you are an evil, evil man.
Freaks (1932) was pretty horrifying at the end.
I thought she got what she deserved.
It’s a fantasy of mine that someone will turn up an uncut version of Freaks in a Hollywood vault and it gets a release. I’ve read so much about it, but the heavily cut version doesn’t do the descriptions justice. I think the footage was junked, which to me is an Ambersons-level tragedy.
For a movie like Se7en, I don’t feel like it’s a spoiler to say that the ending is a grim surprise. But for the movie that I’m thinking of, I think that it would be a spoiler and that it would diminish the film to reveal that it has such an ending.
So I’ll just say that there’s a film in the world that shows some guys on a boat during WWII. It doesn’t necessarily have the most horrifying ending of any film that you’ve ever seen, but it’s worth noting in the list.
Das Boot by Wolfgang Petersen
Well, yeah, but creepy none-the-less.
A strong endorsement, coming from Sauron!