Uncomfortable movies, or movies about disassociation? For the former, Tideland is sort of uncomfortable to watch; my girlfriend loved it but never wants to watch it again. Ditto Requiem For A Dream. Strozeck can be hard to watch, but mostly because it's depressing, not necessarily uncomfortable.
Disassociative movies, of course there's Brazil, and movies like Jacob's Ladder and Stay. Those all make use of the "dream" shorthand, though by the end of Brazil it's very clear that's what's happening. Also, of the three, Brazil's dreams mimic most closely what is going on in the Real World, up to the breaking moment. There's also a very strong case to be said for Taxi Driver; that none of it is real other than the final scene in the cab, and while that's a great theory (playing with unreliable narrators, which I always love), it's not quite as clear within the movie. Inland Empire, and a lot of Lynch, really. I enjoyed Franklyn as well, specifically dealing with PTSD...as I'm thinking about it, LOTS of fantasy films deal with dissociation.
And to not derail the general thread TOO far, last film I saw was Nirvana (1997). How the hell did I miss this? Far from a perfect film, I'd give it 6/10, but I loved it. I happen to really like cyberpunk films; I'll even re-watch Johnny Mnemonic. This is MUCH better than that, though uneven writing and effects (ranging from great to horrible sometimes in the same scene) will keep it off the "greatest sci-fi ever" lists. If you like cyberpunk, definitely worth a watch. And if you do, you've probably already seen it and can laugh at me for having missed it for this long!