I saw it on a movie channel a few years back- they were running some kind of Japanese horror day or something...Sympathy for Mr. Vengeance was one of them... there are two other movie names I cannot remember:

1. In the very beginning this man witnesses a man shot himself in the subway- I think he video tapes it... later he goes to someplace underground and sees a group of these really pale people- ghostly white... takes one of them home and feeds her blood... he kills his wife and then discovers that the chick he brought home is his daughter and he's been going crazy because he forgot to take his medication...

2. (also Japanese I think) There's a young man in med school ... and when it comes to the part where they dissect a human body- it's his dead ex-girlfriend and he won't let anyone else touch her.. and he has some strange sadomasochistic relationship with some other chick (they like to choke each other)...