I think PewDie should watch scary and disturbing films and film his reaction to them.

Some Ideas (No I'm not mentioning A Clockwork Orange since he has already seen it):
Antichrist
A Serbian Film
Cannibal Holocaust
Caligula
Salo or the 120 Days of Sodom
The Hills Have Eyes
Blue Velvet
Martyrs
Human Centipede (All of them)
Irreversible
I Spit on Your Grave
Funny Games
Eraserhead
Requiem For A Dream
Old Boy
Braindead (Dead Alive)
Meet the Feebles
Straw Dogs