Can anyone suggest some more films like this?

It was already mentioned but I also have to add Irreversible. Because The Seventh Continent and Irreversible were the two films that cured me of my depression. I know that's sounds like a weird thing to say, it would seem like it should cause depression. But for me they woke me up.

I'll give you one out of left field: the 1967 movie The Happening. On the surface it's a comedy (a very strained one); but the anti-materialistic theme runs through it, the characters are mostly unlikeable (especially George Maharis), plus there's a similar let's-destroy-our-house scene culminating in Anthony Quinn kicking in the screen of his big console TV. And in the end a whole lot of money goes to waste.

Seconding: Possession (1981)

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Last movie watched: Code Unknown (7/10)

House of sand and fog
Seul contre tous
Paris, Texas
Grave of the fireflies
Il deserto dei tartari

Le feu follet
and its remake
Oslo, 31. august

Both very melancholic and truly sad but nothing as devastatingly brutal as Der siebente Kontinent.

A couple others beat me to:

Possession
Paris, Texas
Noriko's Dinner Table
I Stand Alone

So I'll list a couple different suggestions.

Tarkovsky films:
Solaris
Stalker
The Mirror
The Sacrifice