Not sure whether this counts as horror, but it's incredibly terrifying and disturbing: "Threads". A 1980s British mockumentary about nuclear war and its aftermath. (See also the USA movies "Testament" and "The Day After". Similar subject matter, but less graphic).
I own all three of those - took forever to get a copy of Threads on VHS from ebay; I keep hoping to find a DVD version, but I'm not sure I can anymore; I might have to get a region-free dvd player for things like that.
I don't consider them horror, and niece has expressed no interest in those movies. She feels they're too politically motivated (did I mention she's pretty smart for her age?). They were, for their day, though they could echo today's crisis in Europe. I tend to see these movies as more survivalist than horror. Though if you read about The Day After, the whole movie was almost doomed from the start. It's an interesting read.