Easy answer; Se7en -Watching that at 17 really fukked with my head for decades to come.
Breakfast Club - Sure the kids "find" themselves amongst the bullshyt, but ultimately nothing changes...the daily routine will continue, and all they'll have is planned detentions, happy/sad.
Prince of Persia two thrones - The prince is the catalyst for both his success, and ultimate failure.
House M.D. - Cathartic, probably a series finale that just makes sense.
Seinfeld - They all go to jail...fitting.
The Green Mile - Sure you find out God does exist, but you also killed one of his living miracles, and are doomed to live a very long life...