August Underground's Mordum was pretty ghastly, I wouldn't want to see it again. Also, A Serbian Film and Cannibal Holocaust have their fair share of disgusting scenes..
2:37 has a few shocking scenes, there's one where a boy rapes his sister quite badly and then at the end there's a scene where a girl slits her wrists on camera and lies in her own blood sobbing to death.
That final scene in 2:37 is the one that stayed with me the most...
It may not be the goriest death scene but it's probably the most disturbing..