Probably Happiness in Slavery by NiN. Just fucked from start to finish. Just don't go looking for the music video unless you were into some really really fucked up Gore. Not kidding. I have a strong stomach, but jesus fucking christ.
I think the downward spiral gets a reputation as incredibly dark and grating, but the Broken EP is just wall-to-wall unrelenting and by far Trent's hardest work.