1. Child of Rage: A documentary about a young girl who was sexually abused when she was a year old. She has a desire to murder her entire family and carries out numerous disturbing tasks. 
2. The Scariest Drug in the World: Scopolamine is a drug that when taken keeps a person coherent but makes them open to follow commands. It’s been used to make people steal, as a rape drug and a way to humiliate people. It’s known as a “chemical hypnosis”. This film documents people’s experience with it.
3. Demonic Possession and Exorcism: The footage you are about to witness contains highly disturbing material. 
4. An Interview with a Cannibal: An interview with a man named, Issei Sagawa who committed a pretty horrific crime. He butchered and raped a young Dutch women because he wanted to absorb her “energy”. He spent 3 days consuming her flesh. 
5. The Bridge: A film on the Golden Gate Bridge, which captures the number of suicides. Many describe it as a powerful documentary, that leaves a lasting impression.
6. High on Crack Street: Shows just how badly crack ruins lives.  A great portrayal of the harsh, dark side of drugs. 
7. Aokigahara/Suicide Forest: A geologist walks through the forest and shows us what he sees. Definitly contains some depressing material.
8. Atomic Wounds: The effect of a nuclear weapon on a mass number of people. It’s disheartening, it’s horrifying, but it’s reality. 
9. Just Melvin, Just Evil: A documentary about a tormented family who suffered from sexual abuse and substance abuse because of one man. It leaves you wondering how can one man be so destructive?
10. Earthlings: One of the most intense documentaries made about animal abuse. Footage contains graphic material. 

Feel free to add to this list :)