Cry Freedom - when Steve dies. all the more upsetting as this is the true story of Steve Biko and Donald WooRAB.
The Green Mile - JC is executed - agree with that, cant watch it without breaking my heart.
Hotel Rwanda - extremely upsetting film, again as it's a true story. The scene where the western journalists left made me so ashamed.
Seven - the end, Brad Pitt's character going from utter grief to rage and back again was so sad.
The Accused - the rape scene at the start.
Films that involve abuse of power, miscarriages of justice or any kind of sexual abuse I find really difficult to watch.
Also when Films are made based on real events its even worse as you can't distance yourself by saying "it's just a film"