American Psycho's ending....
SPOILER
just leaves the reader lost, you don't know if he was a delusional psycho, or if it actually happened and he was able to get away from it because of his status.
END SPOILER
Anyways... as to suggestions.
Ichi the Killer
American Psycho
The Machinist
Heavenly Creatures
Crash (David Cronenberg's)
Jacob's Ladder
Suspiria (old 1977 flick)
9th Gate.
A Clockwork Orange (might be what you're looking for)
Old Boy (Good movie, it's Korean, but has english subtitles)
I'm not sure whats disturbing to you, so in that group you have a bit of psychosis, random murders, sexual fetish to car accidents, gore, evil and a sprinkle of horror. lol
Enjoy.