Huh. I am really strange right now, living in the brain of my villain more than a bit. So I would really appreciate if people would just tell me the hardest to watch war/dark/thriller movies with a psychological bent they have seen. I already know and have seen Apocalypse Now, American History X, Flags of our Fathers/Letters from Iwo Jima, Kelly's Heroes, Coherence, Fight Club, The Machinist, Seven, Natural Born Killers, Shutter Island. Please don't mention Tarantino films, I know that the man is a genius but I just can't bring myself to watch Any other takers? Hope you people will not call the asylum Usually I am not like that!
Psycho. It is "darker" than some of the titles you listed and it fits right in with them, but not exactly what I would call "hard to watch". Rather, it is a compelling character study about an insane killer who is a fascinating movie villain.
Here are some more movies with great villains who get lots of screen time. Most actually have a villain as the main character. The Dark Knight The Silence of the Lambs (about on par with Psycho for "fascinating villain") A Clockwork Orange (this one is actually hard to watch) No Country for Old Men Downfall (the main character is real life's most famous villain) Monster (a much less famous villain from real life) The Shining Taxi Driver (slow pace; took me some patience to get through it, but it is worth it for the character study) The Cabinet of Dr. Caligari (takes some background reading to appreciate it for its context)
The villain doesn't need to have lots of screen time. Kelly's Heroes is bloodcurling but there is no such thing as a villain in there. Coherence is about the same. And the war movies are hard for both sides. I actually know No Country for Old Men and should have it put up in my list. Clockwork Orange I have watched many, many years back, probably should do it now again. I remember having broken off from Tarantino films afterwards. But maybe I should give it now a try
Some of the greats, that I'm surprised haven't been mentioned, The Killing Fields, Hamburger Hill, Blade Runner and Sling blade.
Okay I have heard of Blade Runner, but never of the others. Thanks! Edit: Will definitely check them out (googled a bit)!
The Cell with Jennifer Lopez. It follows her inside the mind (yes, INSIDE) of a deranged criminal, so it gets pretty twisted.
Primal Fear is one of my favourites! But I have not heard of Secret Window.. will go and check it out! Thanks
'Closetland' is a darker scifi/psychological thriller. A good film, if you can find it. There are only two characters; played by Alan Rickman and Madelynn Stow. Can you guess who gets to be the bad guy?
Some great titles above. I'd add a couple of TV shows... Hannibal and true detective (first series of both )
RoboCop (1987) has one epic villain. He's seriously dark, and in my opinion one of the greatest movie villains of all time. Also, try the Korean version of Old Boy. X-Men 3 has possibly the most emotionally powerful moment out of all the X-Men movies to date, when Magneto leaves Mystique behind. Try watching that, and experience the full potency of that scene. People are way too quick to overlook the strengths of the third installment of X-Men 3. It does have the highest stake out of all the X-Men movies, and while people seem to not like how it went in a different direction from Bryan Singer's intended continuation, they also hate its ballsy high stakes. In spite of its flaws, its high stakes was one hell of a strength.
You already got some awesome suggestions above so I'll try not to iterate: American Psycho, is a story from the perspective of the psycho and a damn good film. Apt Pupil Lost Highway Blue Velvet (Yep. No master surpasses Lynch in the psychological aspect for me). The usual suspects Blood in, blood out Pan's Labyrinth The Green Mile (although you might have already seen it). The Goodfellas Not all of these films are entirely connected to the immediate psychology of the villain, but I think that all these villains were very well described and acted.
Downfall. In short, it covers the final days of World War II from the POV of Adolf Hitler and his Nazi elite (yes, THAT Hitler and the Nazis.) It's dark, it's horrific and it actually does what no other films dare to do: depict Hitler and his men as somewhat sympathetic -- though obviously evil -- human beings rather than 100% evil monsters.
You might try Fritz Lang's 1931 film "M", starring Peter Lorre as a child murderer. It's disturbing, and it's the film that put Lorre on the map, so to speak.