Requiem for a Dream (2000), although the ending doesn’t exactly come as a surprise.

Grave of the Fireflies (1988), an anime by Studio Ghibli. It begins with the end and since I had kids I cannot watch it anymore.

The Road (2009). I’ve only read the book and cannot bring myself to watch a movie based on that.

Hamlet (1996) and Titus (1999), both based on plays by Shakespeare, don’t end well for anyone.

Nightcrawler (2014) was surprisingly good and Jake Gyllenhaal is very good at being sinister.

Synecdoche, New York (2008) is one of my favorite Kaufman movies with the great Philip Seymour Hoffman.

The White Ribbon (2009) is one of my favorite movies of all time. It depicts life in a small German village just before World War I with a focus on the children.

The Seventh Continent (1989) is from the same director as The White Ribbon, Michael Haneke.

Dancer in the Dark (2000) from Lars von Trier with a great performance by Björk. It really is a lot better than you might think.

Edit: Come and See (1985) is a movie that greatly affected me that should not be missing from this list.

I’ve also heard good things about Gaspar Noe, but I haven’t yet seen anything from him.

Memento. From one perspective it’s a happy ending, but …

Fallen (1998), great movie. Denzel Washington plays a detective hunting a serial killer copy cat but that’s just the start. Amazing cast, supernatural storyline, great plot.

Lots of spoilers.

Brazil, https://en.m.wikipedia.org/wiki/Brazil_(1985_film)

You are lobotomized and you are happy. Kinda the dream really, I would get one tomorrow if I could be assured of the outcome.

Delicatessen https://en.m.wikipedia.org/wiki/Delicatessen_(1991_film)

You kill the person trying to kill you for meat. Maybe that’s happy

Betty Blue

https://en.m.wikipedia.org/wiki/Betty_Blue

You smother with a pillow the only person who understands you after she loses her mind

12 Monkeys https://en.m.wikipedia.org/wiki/12_Monkeys

We are all insane, but least insane wins (loses horribly).

I could go on but you see what my life is like.

narrator- he did go on

Bonus: Apocalyplse Now https://en.m.wikipedia.org/wiki/Apocalypse_Now

You go insane and try to do the right thing to find redemption, to achieve this you kill people

Inception

https://en.m.wikipedia.org/wiki/Inception

You have no idea if you have lost the plot (are living in reality) or not, at the end you don’t care.

Older.

Un Chien Andalou.

https://en.m.wikipedia.org/wiki/Un_Chien_Andalou

Buñuel and Dali team up, you rape a young woman, you end up buried in sand on the beach.

The Quiet Earth. https://en.m.wikipedia.org/wiki/The_Quiet_Earth_(film)

You think you are the last man on earth, then you find a chick, you bang her, then she finds a more virulent dude. You let them both die.

ETA: added context. 2nd edit formatting

No Country for Old Men

The Graduate has one of my favorite endings ever.

The shot goes on just a little too long, with each glance missing the other.

Vanishing Point

Not sure if these count as nihilistic exactly, but some suggestions:

• Vertigo
• Reservoir Dogs
• Crouching Tiger, Hidden Dragon
• The Birds
• Mulholland Drive
• The Wicker Man

A Simple Plan

Possession

I thought I’d add “Oldboy” in case someone else is using this as a reference. Fits the bill I think.

It might not be exactly what you’re looking for, and it’s no where as good a movie as Chinatown, but “Beneath the Planet of the Apes” (https://www.imdb.com/title/tt0065462) definitely ends on a very “down” note. I saw it for the first time a few weeks ago and was kind of blown away by the ending.

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Not sure if it qualifies as nihilistic, but Upgrade (2018) definetely has a very unhappy ending

Dr. Strangelove has one of the all-time most-iconic nihilistic movie endings.