There are certain parts of "Requiem for a Dream" that just really make my skin crawl. Not simply due to the sound, which was quite effective, but also the content matter. There are also parts of "Black Swan" that get pretty close as well.
Other mentions off the top of my head:
- Tod Brownings "Freaks" (forever burned into my psyche since I saw it at the early age of 11)
Gaspar Noe's "Enter The Void" can be a bit unsettling at times.
Shinya Tsukamoto's "Tetsuo - The Iron Man" has some pretty heavy music that I would imagine would be pretty intimidating and definitely have a psychological impact on the listener if you're not into traditional Industrial music and Music Concrete.
"Winters Bone" was a bit disturbing to me at times, not because of the sound in the film... but because it's a pretty bleak portrait of some really desolate sections of America and it's really sad to see such a reality.
Larry Clarks "Kids" has a similar effect as Winters Bone, not because of the sound, but because of content matter.
Tobe Hooper's "Texas Chainsaw Massacre" (the original). It's not the sound in this one either. Oddly enough it's the color scheme in this one that really freaks me out. Maybe it was the type of color processing or something, but the natural lighting combined with the colors just messes me up.
The Shining - Not sure why, but the carpet in the hotel freaks me out. I'm fine with the rest of the movie, but the carpet can almost give me nightmares.
That's all that comes to mind at the moment. If more come up I'll add them.