Films with distressing settings are quite numerous, in fact, so the answers will be at the discretion of each person according to their preferences. (For example, many Hitchcock films contain distressing settings).
For my part, I will choose (among the quantity) 2 films: Shining, by Stanley Kubrick, and Nosferatu, by Murnau.
The Shining (1980)
The Timberline Lodge, located in Oregon, is the hotel Stanley Kubrick chose to set his The Shining, but in the film it is called the Overlook Hotel . (While for Stephen King, author of the novel The Shining, it is called the “Stanley Hotel,” which is located in Colorado. “Stanley Hotel” is confusing, isn’t it?) . As for the interior scenes, while some are indeed from Timberline Lodge, most of them were filmed in a studio in the suburbs of London, including the labyrinth…
The anxiety of the film comes mainly, contrary to the usual horror films, from daytime scenes or scenes with strong lighting…
The Overlook Hotel (real name Timberline Lodge), bottom right. Note that the hotel itself is a real character in the film…
Interior scenes: Psychedelic/cerebral-labyrinthine (or convoluted) carpet, cold walls, tight corridors, clinical lights…
The labyrinth
Nosferatu (1922)
As in Shining, the settings of Nosferatu alone are not enough to cause anxiety: the shots and the way of filming add to the best of the anxiety desired by the directors. (Without forgetting the music or, on the contrary, the silences, the lighting or the shadows, finally the dialogues or the silence). However, Freidrich Wilhelm Murnau in his time, and Stanley Kubrick in his were two great, extraordinary filmmakers.
Some stills from Nosferatu, starting with the legendary poster:
Example of a “scary” shot…
Nosferatu Castle (in studio)
His “room”
Murnau plays a lot with shadows…
Oversized settings where humans seem insignificant (first image), unlike the scenes where Nosferatu occupies the space (the setting) which bends to him (the bottom 3 images)
Murnau died too young from a road accident at 42 years old, which is reminiscent of the too young death of Albert Camus, also from a road accident at 46 years old.
As I already mentioned, Murnau was an exceptional filmmaker like Stanley Kubrick was in his time. Exceptional to the point of being seminal for generations of directors…
His main films: Dawn, City Girl (or The Intruder), The Last of Men, Faust, Nosferatu, Taboo…
Eric O.