I don't watch nearly as much weird fucked up shit as I used to, but here are a few that traumatized me sufficiently to be remembered through the haze of the years:
Necromantik & Der Todes King, both directed by Jörg Buttgereit, who has one of the most insanely awesome names of all time and is an auteur of the most fucked up order.
Fingered, directed by Richard Kern. A throwaway storyline, Lydia Lunch and some seriously fucked up psychosexual violence.
Tetsuo, the Iron Man, directed by Shin'ya Tsukamoto. Surreal low budget science fiction film about a man who is attacked by some sort of virus that turns him into a garbage cyborg.
Split,directed by Chris Shaw. More low budget science fiction, reminiscent of "Dark Star", with a few strangely effective visual effects.
Liquid Sunshine, directed by Slava Tsukerman. Still more low budget science fiction. Aliens become addicted to human endorphins.