[Deep Funk]

Miles Davis - Bitches Brew
Pink Floyd - Animals (Close listening required!)
Curtis Mayfield - Curtis
Massive Attack - Mezzanine
DJ Shadow - The Private Press (Listen to 'Blood On The Motorway' 

)
James Brown & The JB's - Funk Power 1970: A Brand New Thing
Verve - A Storm In Heaven (Heavier than you might expect.)
 
Big X2! on King Crimson's 'Red' but 'In The Court Of The Crimson King' should not be forgotten, that first track alone.
 
Some names...

 

[leeperry]

 

[Laokid18]

 

[non-entity]

Actually I was thinking about recommending two albums, but one of these albums is so well-known that there's probably no one out there who hasn't listened to it: The Wall by Pink Floyd.
 
My other recommendation is The Fragile by Nine Inch Nails. This one hurts ... In some ways it is melodramatic, but it still remains authentic and oh boy, sometimes it really can take one's breath away if they allow it. I'm not a big fan of wine, I actually dislike most types of wine, but still I want to compare this album with wine: to me this album needed to age; the more I listened to it, the more I could enjoy it. Lyrics-wise it's surely amongst the 'darkest' albums I've ever heard, so stay away from it if you don't like this kind of music. The beauty of it is that it's not just pure and simple force combined with blind power, but delicately composed and written music that is at times even sweet - with a sour taste at the same time. Truly good music, truly inspiring and ... truly exhausting.
 
Oh, and please excuse me if you already listened to it.

 

[tru blu]

 
Terry Riley In C - Paul Hillier, Ars Nova Copenhagen, Percurama Percussion Ensemble

 

[Head Injury]

 
Homogenic, my first Bjork album. Very good album, but heavy. Really reminded me of Portishead.
 
Radiohead's OK Computer is heavy too, but too entertaining to be exhausting.

 

[steviebee]

Wow...Several listings here that surprise me.
Terry Riley exhausting? I find In C hypnotic, relaxing & uplifting. Just goes to show  - we all hear different...
 
 
For me - Diamanda Galas - Litanies Of Satan
                Miles - Agartha
                Stockhausen - Stimmung
               
 
Much less tiring than anything by the AOR stadium bands tho

 

[rehabitat]

Good call on the stadium bands
 
Anything from the OP?

 

[tru blu]

Quote:

Wow...Several listings here that surprise me.
Terry Riley exhausting? I find In C hypnotic, relaxing & uplifting. Just goes to show  - we all hear different...
 

 
Yup, there are myriad ways to see things, but trust me…you ain't heard In C like this before. Pretty intense…a different kind of "exhausting" than Diamanda, though.
 

 

[Skylab]

Quote:

ISIS - Oceanic
John Coltrane - A Love Supreme
King Crimson - Red
(-snip-)

Those are 3 great albums, too.  REALLY love all three.  Never thought I would see them listed together, though!
 
I love "challenging" music.  I also recommend Yes's Close To The Edge, David Bowie's Heroes, and Sigur Ross's Takk.  There are also lots of physically exhausting metal albums, but that's really a whole different thing.

 

[bridge8989]

Quote:

Neutral Milk Hotel - In the Aeroplane Over the Sea
 
Emotional rollercoaster...

+1
 
and another recent one, The Antlers - Hospice.

 

[steviebee]

Well, I have to hear that version then, tru blu
 
A new take on an 'old' classic? Goody....
 
I'll look it up!
 
Thought by now someone would chuck in Trout Mask, an album I've loved since 1969 but one it took me a fair while to finally 'get' all the music on it. Once got, tho, whoooooooooooooo boy. Perhaps one of the best albums of all time 
 
 
 

 
Quote:

 
Yup, there are myriad ways to see things, but trust me…you ain't heard In C like this before. Pretty intense…a different kind of "exhausting" than Diamanda, though.
 

 

[KevDo]

Apart from some that have already been mentioned:
 
Joanna Newsom - Ys.

 

[Skylab]

Quote:

Apart from some that have already been mentioned:
 
Joanna Newsom - Ys.

I thought about that - great album - but I don't think it's so exhausting.  I think parts of it are downright soothing

 

[MoodySteve]

 
Vast, timeless music that is perfectly described by the album title.  A late night, loud volume headphone session with it, especially the track 'Oort', should be required listening for electronic/ambient listeners.