Day of the Locust and They Shoot Horses are movies I watched with my fingers over my eyes at certain points. Total horror for me. It's kinda obvious, but I would claim the tv miniseries of Helter Skelter from the 70s in this, along with the true crime miniseries Fatal Vision. 6 hrs of total creepiness without the luxury of saying it is just a story. And with that motif, I will also add the Robert Durst documentary The Jinx. Also the Eastwood film The Beguiled, the Bogart film The Two Mrs Carrols, and the serpentine opiate surreality of The Shanghai Gesture.