Yes, "Requiem For A Dream" was quite an experience and so shocking that I wouldn't want to go through this again. Another emotionally taxing movie was "The Elephant Man". Also, would avoid watching "The Road" again, and also "A Clockwork Orange". I understand that it's a cult movie and a good portrayal of a psychopath, but it was just too raw and chaotic for me. That was probably the point, though.
I haven't watched "The Road", but ditto for all the others.
Another movie I would never watch again is "The Piano teacher". Way too disturbing. It was for me another movie where the audience is shown the inner landscape of a very, very disturbed individual, and we (as audience) are basically forced to go through all sorts of perversions over and over and over. Torture!
Adding to that, I will never watch again "The Cook the Thief His Wife & Her Lover". It has beautiful images and exquisite scenarios, but not worth the underlying sick dynamic and disturbing scenes that become worse towards the end.
Another one was The Notebook - I cried so much at the end of that movie that I couldn't even draw breath... don't want to go through that again. I had the feeling it brought out something I ought to work on (some old trauma maybe) since my reaction was so extreme.
I know what you mean. I cried like a fountain in some movies that I felt hit something really deep in me. Some of which are "I am Sam" and, believe it or not, "The Hunchback of Notre Dame" 1996 animation from Disney. In both cases there is exploitation from someone that shows naivete, and that, I think, was what really got me so bad.