Stroszek by Werner Herzog. An accordion-playing ex-con, a prostitute and a weird old man move from Berlin to Wisconsin to escape sadistic pimps. It breaks bad. Link.
King Cat 70 by John Porcellino. "That night I had a bag of potato chips for dinner." Link.
Brass Eye by Chris Morris. British comedy from the mid-nineties satirizing media sensationalism. Brutal and hilarious. Link.
Revanche by Gotz Spielmann. Genius Austrian film about...revenge. Best movie I've seen in a while. Link.