The Handmaid's Tale (TV Show), hands down.
The first season was emotional but I've gotten through it multiple times as I've tried re-watching to get through season 2. I got a little farther the last time I tried, but man, it's so visceral and constantly beating down the protagonist and everyone around her. That's the point and it's great, it's just so depression-inducing when there's just no uplifting points. IT does not let up in beating you down with the horribleness. I just can't keep going when it goes on for so long.
Making your way in the world today takes everything you've got.