The Witch
This film takes place in the Puritan days. Anya Taylor-Joy and her family are being attacked by supernatural forces. They were banished from their village because Anya was possibly a witch. All of the family suffers a grizzly fate, and Anya has to kill her mother in self-defense. She walks into the forest at the end despite the supernatural evil lurking within, which suggests that she was with them all along after all.
The Graduate
The ending of this movie is nowhere near sunshine and rainbows, which was confusing for a lot of viewers. Benjamin Braddock (Dustin Hoffman) began seeing his older neighbor but fell in love with her daughter, Elaine. He ruins her wedding and they run off together, but the end of the film shows them looking extremely unhappy with each other as they take off on a bus. Yes, this is an unhappy ending!