I guess it'd have to "Audition", which had some pretty disturbing moments in it. 3 people in the theatre I was in walked out and when a mate went to see it, one man went to leave and made it to the exit then fainted.
Personally, I thought it could have been made even more disturbing, but overall it was gruesome.
It was a nice schizophrenic movie, in that it started off as a pleasant, kinda boring, love story but then just twisted right round and went sicko/bizarre. The bit when she's pushing needles into his eyes and happily singing in a little girls voice 'deeper deeper deeper' is pretty bad. But not the worse bit.
I'll leave that to you to find out.