Aside from the classics, I would have to say The Kindly Ones by Jonathan Littell. It was a fictional memoir of a German soldier during WWII. I wasn't able to finish it, to be quite honest. The horror of the entire thing from start to finish left me feeling as though I'd waded through a mile of sewage naked and was covered in filth. As a human being, I was ashamed and appalled by what we are capable of. Because I didn't finish it, of course, I can't say that I might not have changed my mind by the end. But it literally left me crestfallen every time I put it down, and I couldn't bear any more. The writing was that brilliant. I wish I'd been able to continue.