Being John Malkovich
Wikipedia labelled "Being John Malkovich" as a "fantasy-comedy"? Most depressing movie I've seen in a long time. Craig Schwartz is just as disturbing as an embodiment of human flaws as Alex in A Clockwork Orange is, albeit in an entirely different way. Brilliant movie, though, if heart-breaking. (Not to say that the comical elements weren't there. I guess it is entirely possible to watch it as a comedy also, if you have a different set of mind.)