Requiem for a Dream. Since I saw it as a teen ~15 years ago, it hasn't slipped my mind.

It's has an effective anti-drug message, probably more than any other movie or documentary I've seen. And it does this without being an "anti-drug" movie, belaboring you with facts and stats.

It's a heart breaking drama, because it goes beyond drugs. Because what the characters are really seeking isn't a quick fix, but an ability to connect with others.