Requiem for a Dream: To avoid having to explain to your mother what ass-to-ass means (if the graphic depiction of it doesn't fully explain it), offer to get up and fetch a snack during the last five minutes of the movie. However, I wouldn't offer fudge.
Happiness: Here's a movie conversation you never want to see unfold while watching a film with your own father: Billy to his Dad, after his pedophile father has been caught molesting his elementary school friends, "Would you ever fuck me?" The father's reply: "No. I'd jerk off instead." Not exactly tailor made for a perfect father-son bonding experience.
Spanking the Monkey: Again, probably not a movie you'd want to discuss with your mother afterwards, not unless you have a serious Oedipal attraction and you're trying to loosen up your mother to have that conversation you've been meaning to have about how much you want to make love to her.
A Serbian Film: For reasons elucidated in Prisco's review, you probably don't want to accidentally find yourself watching this movie alone, much less with a parent. However, it's doubly crucial, I'd imagine, to avoid The Serbian Film if either you or your mother is pregnant.
Y Tu Mama Tambien: Here's why, if you're a dude, you never want to watch this movie in front of either one of your parents: Because you never want to have to try and explain why you're holding a pillow over your lap while you're sitting next to your mother.
Crank: I love Crank. Crank is fantastically fun. But nobody really wants to watch Jason Statham fuck Amy Smart up against a newspaper stall in a busy Chinatown street with their Mom. Or worse: Their Dad. What if he enjoyed it?
Boogie Nights: Particularly the "I am a star" scene, in which Mark Wahlberg pulls out his prosthetic cock, mostly because you know your parents have seen yours, and the idea that ... well, never mind. Let's just say: Awkward.
Secretary: I really don't care how open minded or liberal your parents are, or how free they are to talk about sex with you, no child wants to watch Maggie Gyllenhaal be spanked repeatedly by her boss in front of their parents. What do you say afterwards?
Clerks 2: You never, ever want to watch a donkey show in front of your parents, and then have to explain to them afterwards why -- despite the donkey show -- you thought that the movie had a lot of heart.
Bruno: A hardcore gay pygmy sex scene involving fire extinguishers, champagne bottles and fitness equipment? I would especially not recommend this to your parents on the same weekend you come out of them. "No, Mom! I don't bleach my asshole."