LIFE IS BEAUTIFUL - The only other life I can fathom being as horrible or worse as any from The Impossible would be one from Life is Beautiful or Schindler's List. Guido, in Life is Beautiful in particular is called upon to be strong and put on a happy face in the absolute darkest of times, just so his son can be shielded from the outright ugliness of the worst war in human history. But if his suffering isn't enough, like I said you can always put on Schindler's List.
Or you could have a disease that distorts your face and body and makes everyone think you're a freak. Then the only work you can get is in a circus where you scare people...not the ideal life. I saw this film in college and while a great film, was one of the hardest movies I've ever had to watch. As always, knowing this was based on a real man's life (even if they took a few liberties..) makes it all the more difficult to watch.
RESCUE DAWN - Okay I can't really remember the span this movie covers...but being stuck in a Prisoner of War camp for any amount of time would be beyond awful. Plus I only can imagine how terrible it would be if you became as deathly thin as any of the inmates did. Food is so scarce that you have to just settle for a SNIFF from a can. Yeah...life could definitely be worse.
AMOUR - Back to some more emotional suffering. What about having to care for your dying wife for so long that she barely resembles the person you once knew. That she's become so miserable and that living is a burden. You have to see her suffering not just once, but all day every day....that the only thing you can think to do is [SPOILER highlight to read} smother her with a pillow to end her suffering. yikes....[ SPOILER]
MY LIFE - If all else fails, you could get diagnosed with a terminally fatal disease. I saw this film when I was a kid and remember it being one of the saddest shows I'd ever seen... (next to Go Toward the Light.) My brother Sean took away a much more lasting message: "Anger poisons."
Now please don't get me wrong. I'm not trying to be flippant with this post because I know these scenarios are things many people have had to suffer through, and I don't want to make light of anyone's suffering. Life can be absolutely horrible and hard in every sense of the word. There are a million kinds of suffering and absolutely none should be belittled. My goal was only to find the ten most depressing movies I could think of...but not with the purpose of making a downer post...rather remind myself that I'm not alone in my suffering. For me, that's one of the comforts of cinema, is that people create art to convey their life experiences...and many times that includes their suffering. There's something wonderful about being able to suffer collectively with people who understand your pain. And if nothing else, a film is always a good way to get your mind off of your problems.
ETA: Totally forgot about 127 Hours. That'd make my list too I think.