The Departed
No one came out of this film unscathed, the characters include. After learning to love each of the team members, the entire thing ends with pretty much everyone dies. There is no closure and no one leaves the theater happy with the ending.
Krampus
If you like horror-comedy, this is a fun way to pass time. Otherwise, this is a must-skip. Most people who saw this film thought that the ending was too confusing and hard to interpret. Not to mention that creepy face coming out of nowhere...