1) Requiem for a Dream
2) The Mist
This might seem like a weird choice because it's a horror movie, but the ending is SO depressing. Unable to outrun the monsters, a man with only four bullets left in his gun kills his young son and three other survivors. As he waits for the mist to take him, a military tank shows up with a bunch of other survivors, some he encountered earlier. He killed them for nothing.
3 Old Yeller
Hey, you know that dog that got attacked by a bear, boars, and a wolf all to protect these annoying ass kids? He gets rabies and they shoot him. Wow. Such family movie. Much hope. Very fuck you.
I hate Old Yeller.