SE7EN came to mind first, even though it totally is consistent with that film, as it was such a brutal gutpunch.
And not that it's the spirit of the question because the whole movie is "disturbing" to great comic effect, but MAN BITES DOG ends the only way it possibly could and is amazing. I love that ending.
Speaking of foreign films from the mid-'90s: LA HAINE. Holy s#!t.
Words don't deserve that kind of malarkey. They're innocent, neutral, precise, standing for this, describing that, meaning the other, so if you look after them you can build bridges across incomprehension and chaos. But when they get their corners knocked off, they're no good anymore…I don't think writers are sacred, but words are. They deserve respect. If you get the right ones in the right order, you can nudge the world a little.
