Not Again: 24 Great Films Too Painful To Watch Twice:

1. Requiem For A Dream (2000)
2. Dancer In The Dark (2000)
3. The Passion Of Joan Of Arc (1928)
4. The Seventh Continent (1989)
5. Winter Light (1962)
6. Bad Lieutenant (1992)
7. Straw Dogs (1971)
8. Audition (1999)
9. Sick: The Life And Death Of Bob Flanagan, Supermasochist (1997)
10. Come And See (1985)
11. In A Year Of 13 Moons (1978)
12. Safe (1995)
13. Irreversible (2002)
14. Boys Don't Cry (1999)
15. Grave Of The Fireflies (1988)
16. When The Wind Blows (1986)
17. Leaving Las Vegas (1996)
18. Jonestown: The Life And Death Of Peoples Temple (2006)
19. S-21: The Khmer Rouge Killing Machine (2003)
20. The Last House On The Left (1972)
21. Million Dollar Baby (2004)
22. United 93 (2006)
23. Lilya 4-Ever (2002)
24. Nil By Mouth (1997)

I've probably just seen 7 of the 24 ...and from that list i'd put 'Dancer in the Dark' right at the top. Didn't know Bjork could actually take the movement into that film. The aftermath: Hollow.
the List is from: http://www.avclub.com/content/feature/not_again_24_great_films_too