Evil Dead 2 because duh it's Bruce Campbell
Icchi the Killer because only the Japanese could make a movie where a schizophrenic voyeur serial killer who masturbates to domestic violence is only the 3rd or 4th most disturbing character.
The Phantasm series is also great because of how hopeless the protagonists really are. Everyone who shows up in those movie that isn't a mortician or a midget is completely fucked as soon as they show up on screen.
Hellraiser is pretty good in that sense too, but I really dig the depth and breadth Clive Barker gave that universe. Some of his characters are VERY disturbing.