For me, it has to be Requiem for a Dream:
(Ellen Burstyn was, and is, incredible.)
The way it portrays the endless downward spiral of addiction is amazingly powerful. I love how it doesn't have a happy ending, as well. You just know that things will never get better for the characters who have left such a mark on your psyche. This movie stuck with me for a very long time after I first watched it.
How about you?