The Mist, for sure. The written version, while gruesome enough, had an ambiguous ending and a sliver of hope. The film left me feeling like I'd been sucker punched and couldn't breathe.
The Black Death, featuring Sean Bean, aka The Actor Who Dies In Everything. It is a well written film about a group of knights taking a young monk to a village where the plague is rumored to be held at bay by witchcraft. It's violent and gruesome (as I suppose times would have been back then), but the psychological hook the young monk is dangled on is almost unbearable to watch. Sucker punched again.