SPOILERS FOR SPEC OPS THE LINE
I'm surprised nobody mentioned Spec Ops: The Line. (Spoilers incoming...now) The white phosphorous scene was quite disturbing, actually now that I think about it, most of the game was disturbing. It maybe was a "horror type" of disturbance such as FEAR, but it certainty wasn't a pleasant game to play. Its narrative was genius, and it's a game that I recommend people play because it makes you think, but it's definitely not a game I will play again in a while.
Even the loading screen "tips" were troubling, with quotes like "To kill for yourself is murder. To kill for your government is heroic. To kill for entertainment is harmless", after killing countless people, both armed and unarmed, "You're still a good person" and "Do you feel like a hero yet?"