Killbot
A Killer Robot
How about Jacobs Ladder? Maybe not that messed up compared to lots of newer movies, but quite influental (I think?) on the whole 'not knowing wtf is going' on genre.
I really like this film, apart from most of the dead son bits, which were way too much of a tacky sentimental feel. I'd say it's fairly messed up, in a less obvious way than most of the films posted so far.