Zombie and the Ghost Train, a Finnish angst-classic about a musician.
If you can find it somewhere and want to feel extremely sad, I would suggest watching it, but not alone or in a hangover.
Definitely not alone in a hangover, trust me on this one.
Absolutely no worries with that, I preferred to underline the warning in order to avoid any accident. 
Yea, the most disconcerting thing about it is that it seems like a sort of jolly comedy for the 1/2 half of the film. I watched it like 3 months ago prompted by things in the news.
In the US we had this made for TV film which would probably just be disconcerting to me now but pretty much scarred me for life seeing it as a tween (edit: doing the math I actually must of been 8 or so).
On that note I should also mention Fail Safe.
I’ve never seen The Day After but I can imagine it sends shivers down your spine and leaves you in a blind panic at the slightest siren sound or distant helicopter. We had that with Threads being on the school curriculum 
all I can remember is the deathly silence after the credits rolled.
I need to check those out, thanks.
This is another… such a powerful film for the time.
Peter Watkins, The War Game 1965
Yes! Besides, a good thread for me, I’ll make sure to not watch any of those 
I would imagine that the American psyche must be a lot different than the British (or other places in the world) regarding this due to the fact that we have never lived through a period of ariel bombardment.
From Bruges.
It has some violence, but that’s not the uncomfortable part. This movie is a black hole for joy. It’s not joyless; it’s joy getting murdered every time it tries to blossom. For 2h. Great film.
Mulholland Drive
Grave of the fireflies by Studio Ghibli
It‘s so hard & sad.
Border by Ali Abbasi
And since I’m from Seattle
Manufactured Landscapes
the Fog of War
A canadian indie film from 1998 called Last Night. About the last day on earth before some unmentioned reason ends it all. While it does have some violence in it, its not the entire thematic point.
This is another Cronenberg film that I found a rather strange watch at 16.
Both of these trailers are awful as far as giving any true sense of either of these films.
Speaking of Twin Peaks, Dogme, and disconcerting, there’s always The Kingdom.
Le Bonheur.
Absurd dream that lingered with me for days.
One of my favourite soundtracks ever, (made by director Slava Tsukerman with no musical training on a Fairlight) but the movie is truly mind boggling. I saw this for the first time as a 10 year old kid. Our parents were going out to a party and rented a couple of VHS tapes for me and my brother. The haunting feeling stayed with me for years, until they invented the internet and I tracked down the movie.
La Haine. I remember sitting silent for a while in the cinema after it finished. It’s definitely about violence, but of a looming kind.
