I'm older than some in here, I think (judging by the answers). For me, a couple of the things on steakandcheese.com and rotten.com (back in its early days, not the later milder days), cartel videos, beheadings, hangings etc. The standout though was a video called 'Terrorists, Killers & Middle East Wackos'... Grim stuff. From Wikipedia:

Terrorists, Killers and Middle-East Wackos (also Terrorists, Killers and Other Wackos in the UK) is a shockumentary video from the makers of Bumfights. It includes footage of riots, suicides, executions, and the televised suicide of R. Budd Dwyer. All the scenes included are real scenes of death and suffering. The Bumfights website store touts the video as "One hour of the sickest images ever put to film."

I was young and dumb once, but I actively avoid things like that nowadays. There's knowing how things happen in the real world, and there's traumatising and desensitising yourself to the worst depravities possible for... reasons? Just no. You can't unsee some things, and some things shouldn't ever enter your consciousness at all (unless you're really unlucky IRL...).