One of the most depressing movies about drugs is the 1987 film, "Less than Zero." Starring Robert Downey Junior, Andrew McCartney, James Spader, Jami Gertz, and even Brad Pitt (as an extra). This film did not have a happy ending. Julian Wells (Robert Downey Jr.) was a drug addict who owed money to his dealer (Spader) that he was unable to pay off. As a result, Julian was forced into prostitution and just when things looked as though they may improve, he wound up dead in the back of his best friend's (McCartney) car.
Another very depressing movie about drugs is "The Basketball Diaries." The 1995 Independent film tells the story of high school basketball star Jim Carroll (Leonardo DiCaprio), who becomes addicted to heroin and allows it to destroy a once promising basketball career, and eventually his life. When things got really bad, Carroll resorted to prostitution to support his habit.
The 1991 drama "Rush" is about two undercover cops who become heroin addicts in order to bring down a major drug lord. In doing so, the two cops (Jennifer Jason Leigh and Jason Patric) become addicted to the drug. Even though they both eventually cleanup, they remain traumatized by their drug use.
"The Salton Sea"
One of the most underrated drug movies available happens to be "The Salton Sea," starring Val Kilmer. The 2002 film revolved around the life of Danny Parker, a meth addict who also acted as an undercover informant for two corrupt cops. However, Danny Parker was actually Tom Van Allen, an undercover junkie who was seeking revenge for his wife's murder. Furthermore, the two undercover corrupt cops he was working with happened to be the individuals who murdered his wife. Great plot, interesting scenes, and an awesome movie.