My list:
The End of Alice by A.M. Homes (paedophilia, one of the darkest books I've ever read, my favourite)
Bear by Marian Engel (bestiality)
Crash by J.G. Ballard (crash dummy fetish)
Child of God by Cormac McCarthy (necrophilia)
C**t by Stewart Home (uhhh can't really describe this one)
Vurt by Jeff Noon (excellent sci fi with incest, drugs and Inception-style happenings)
Black Hole by Charles Burns (graphic novel, drugs, very disturbing imagery)
Wetlands by Charlotte Roche (not so much disturbing as ridiculously explicit about female hygiene, you cannot not cringe)
The Wasp Factory by Iain Banks (classic disturbing lit)
Killer Inside Me by Jim Thompson (psychopathic and amazing, very good film with Casey Affleck, too)
American Psycho by Brett Easton Ellis (another classic)
Less Than Zero by Easton Ellis (my personal favourite by him, great scenes with a lot of apathy in them that are disturbing)
The Bloody Chamber by Angela Carter (mistress of gothic, brutality, sex and feminism)
I've read all but...two of these, but the two are on my to-read list come from people I believe have really good taste in books! I'm a big fan of the disturbing, especially in terms of sexual taboos.
As a warning, I would say The End of Alice requires a very strong stomach, since apart from describing his acts in very explicit detail (it borders on pornographic), he also talks to the reader in parts. Very creepy, very sick, but very rewarding with beautiful prose.