Schramm
Cannibal Holocaust (how can you have The Blair Witch Project and not this???)
Sex and the City
Nekromantik
The Cell (of mainstream stuff, I think this one takes the cake. The music box/intestine scene was pretty strong)
Jacob's Ladder
Antropophagus
Cigarette Burns
Visitor Q
Last House on the Left (the original)
I'm waaay more on board with this list than the ilovefilm list in the original post.
I'm surprised nobody has mentioned
Henry: Portrait of a Serial Killer. It's one of the most disturbing horror films, and one of the best. I saw that when I was in middle school and it haunted me for a while. I picked up the dvd a couple of years ago. Although it might not have the same impact that it did when it was released in the early 1990's, it still packs a punch.
Here's the trailer: