Full Metal Jacket
Illustrated to me how tough the environment could be to morality of a person and how it could remove the boundaries which tend to be assumed are natural (raping the children, and shooting the higher ranks).
American history X
I only watched circa 15minutes, but that was enough. I saw the part with the curbstomp. It is permanently etched in my mind, and I can't even believe that people would be capable of coming up with such an attack. I mean, who thinks of stuff like that?
Memento.
Just the thought of never being able to have memories, which are something I often delve into to re-enjoy past experiences when I'm upset, or just to raise a smile.

Also ways of storing memories without your mind (such as the tattoos).