Dark and macabre, violent and fairly disturbing... and awesome:
Shallow Grave (Ewan McGregor)
Usual Suspects
Children of Men
True Romance (actually, with Christian Slater)
Heathers (again, with Slater)
28 Days Later + 28 Weeks Later
The Game (Michael Douglas)
Crash (the first one, with Holly Hunter and James Spader)
American Psycho (Christian Bale)
Requiem for a Dream (uncut a must!; w/ Jared Leto and Jennifer Connelly)
Donnie Darko
Kill Bill
Clockwork Orange
Seven
Lock, Stock...
Fight Club
Cube (first one only)
Recent excellent Pixars:
Wall-E
Kung Fu Panda
Anime (mature, smart, violent, non-porn):
Afro Samurai (mini series, Samuel Jackson narrating!)
Ghost in the Shell (original movie, and whole TV series)
Samurai Champloo (whole series)
Akira (movie)
Cowboy Bebop (series and movie)
Elfen Lied (series; very graphic, esp first 7 minutes of episode one)
Vampire Hunter D (both the older and newer versions)
Hellsing (series)
Requiem from the Darkness (series)
Full Metal Alchemist (52 episode series, but worth it)
Just some off the top of my head. YMMV
🙂