The dark, dramatic movie thread inspired this one. As I said in that thread, there are two movies that, even though they were good, I never want to see again.
Bad Lieutenant was just so. . . he was just so. . . bad. Even his redemption was painful to watch.
Blue Velvet is another movie that I never want to see again. Made me want to shower, it did.
Boys Don’t Cry. I think part of it was that I had no idea what it was about before I saw it, so was completely unprepared. Great movie, I highly recommend it, but I will never, ever be able to watch that rape scene again.
Pan’s Labyrinth. Phenomenal film I’d like to scrub from my memory forever.
I haven’t seen the rape scene; I saw where it was going and said, “Goody! DVDs let one skip over crap like this effortlessly!” It’s a wonderful movie, though.
I’ll add Irreversible for the same reason. That one I saw in theaters, and the horrible vision of Monica Bellucci being brutalized is burned into my brain.
Robocop and Fight Club. Both were great movies, but both were so sadistically brutal that I don’t want to see them again.
I like action movies and love good action movies, so I’ll stop for Robocop. And people always get blowed up good in action movies. I couldn’t watch Fight Club all the way through. I saw it at home and left the room when there was too much pummelling for me.
Schindler’s List. That movie was the only one that EVER made me cry, and it wasn’t until the end, when the survivors and survivor relatives were onscreen with their actor counterparts that it hit me.
Pulp Fiction. Somewhere buried under the gratuitous violence and swearing was a story and I found it in my one viewing. Heck if I remember what it is now but I don’t need to see it again to try to refresh my memory.
Lady Jane had the most harrowing ending ever. It gave me horrible nightmares. I missed some of the film but I cannot see that ever ever again.
Requiem for a Dream and Dancer in the Dark are the two at the top of my list.
The Woodsman. Kevin Bacon and Kyra Sedgewick are both phenomenal, but the whole thing is just way, way too oogie. I gained a lot of respect for both actors for the courage to take those roles.
I’ll second this and add American History X. No so much for the curb scene as the ending.
I liked American Gangster, but
as soon as I saw the dog for the first time, I knew how it goes going to end for it. Pick on Frank Lucas all you want, but leave the goddamned dog alone! It’s beautiful, and it didn’t do anything to hurt you. 
I highly recommend War/Dance, but you won’t be able to watch it again. It’s too painful. When the child describes identifying her mother by being shown decapitated head after decapitated head until her mother’s was held up, I nearly threw up in horror.
And it’s a documentary.
Saving Private Ryan.
Mindwalk doesn’t have anything horrific in it. It’s just some people having a conversation. But it’s like a Richard Bach story, very thought provoking but after it’s all done and you’ve considered it for a bit you get the feeling like if you were to read it again you’d just find it to be rather vapid.
The Muppets Take Manhattan
Love Liza
Xiu Xiu- High school girl sent to work the fields, becomes sex slave. Ugh.
House of Sand and Fog- I’ve forgotten, did any character survive this?
You give me hope. 
Unless I’m badly misremembering, yes:
the Jennifer Connelly character
I came in to say Irreversible. What a concept, and what superb acting. I will never watch it again, while I will recommend it.
I will also add Shane Meadows’ This Is England, for a brutal scene that had me in tears. I thought about that film for such a long time afterwards - again, fantastic acting, and well recommended. But I couldn’t cope with it again, it almost broke my heart.
Bridge to Terabithia. I didn’t know what was going to happen in the movie, as it was deceptively advertised. I really enjoyed most of it… then, THAT happens.
I’m forty years old, and I still insist that movie destroyed my childhood.