I've seen a few movies that are not exactly horror, but of the more disturbing type.
"Salo" is one of those films that I don't want to ever see again. "The Human Centipede" is up there as well for just being twisted. "Audition" was hard to watch as well for the torture.
I'll never watch "I Spit On Your Grave" again either. Just a disgusting film.
There was a Japanese film I saw a long time ago with a woman being tortured and then a guy being chopped up by a doctor and eaten slowly. don't remember the name, but it was brutal. Very "Faces of Death" like in nature as it seemed fake, but tried to play it off as real.
But the next one takes the cake.
I had never heard of "The Serbian Film" until recently. Just reading the plot, I would not only never want to see it, I wouldn't even want to be in the same 10 mile radius of a recording of it. I warn you, if you have a weak stomach in the least, don't even click the link. There are no images or anything, just a plot outline. Again, the plot is so disgusting that I want to just warn you.
http://en.wikipedia.org/wiki/A_Serbian_Film