Harriet the Spy: After being ruthlessly bullied by everyone in class (including her former friends), and having paint dumped on her, Harriet runs home upset and dives into the bathtub fully clothed, scrubbing furiously at a tattoo signifying the friendship she had with her friends.
In both the 1976 version and remake of Carrie the titular character is seen in the openings taking a shower after gym and freaking out after getting her first period and not knowing what it is, and having the other girls tease her for it. Her abusive mother Margaret does not help matters later on either, rather she yells at Carrie and throws her into a closet convinced that she sinned. Also, at the end of both movies, when Carrie finally returns home after going on a rampage around town she climbs into the tub, sobbing while she scrubs the pig's blood off her, quickly turning the water pink.
The female protagonist takes one of these in Punk Love after being raped by a cab driver. Its worth noting that she does not take a shower after she is raped by her step-father (at least not on screen).
Spider-Man 3: Peter goes home and takes a steaming shower after managing to free himself of the symbiote.
Vesper, the Bond girl of Casino Royale, has a minor nervous breakdown after helping Bond kill an assailant, and sits under a running shower with her clothes on. Bond joins her in the shower, also completely clothed showing her he knows exactly how she feels. The original script called for her to be in her underdrawers, but Daniel Craig convinced them that it didn't make character sense, so she kept her dress on. Weird, but probably more dramatically effective.
In this same vein, an unrelated shower scene in Saw III' (more like Shower Of Pain, honestly) shows Danica naked in the Ice Shower trap because the directors were concerned that the original idea of filming her in a wet t-shirt and panties would be seen as "too sexual".
In The Puppet Masters, the male lead showers after being freed from the control of an alien parasite; he breaks down completely and is comforted by the female lead whilst still naked. Oddly touching, but uncomfortably voyeuristic.
American Beauty: "Look at me, masturbating in the shower. This is the high point of my day. It's all downhill from here."
In Apt Pupil, the protagonist finds himself showering with holocaust victims.
Played for Laughs in Ace Ventura, after the titular character realizes that the woman he kissed is a man. He also chews an enormous wad of gum. And burns all his clothes, uses a toilet plunger on his face, and vomits his entire stomach contents.
In KnowingNicolas Cage's character, John, takes one of these after he witnesses a plane crash that was predicted by the list of numbers that predict all the major tragedies from 1959 on.
One of the deleted scenes of Unbreakable featured Dunn taking a shower after the train crash, but it was removed from the final cut because the director deemed it too emotional for the beginning of the movie.
In a deleted scene from Hostel II, two of the protagonists parody this after a night of drinking when one asks the other to act out a scene from a movie. When one girl asks what scene to act out, the other girl says, "Rape shower!"
Harold Shand (Bob Hoskins' character in Brit crime flick The Long Good Friday) appears in a shower scene washing the blood off himself after he inadvertently kills his right-hand man Jeff in a fit of rage during a heated argument.
Marion Crane in Psycho. She takes one after deciding to return to Phoenix, but it is horribly subverted.
Grace in Once Were Warriors has one of these after she is raped by her uncle. She later commits suicide.
Sgt. James gets one of these two-thirds of the way through The Hurt Locker in full uniform after getting Eldrige shot.
Gus Maitland, played by Jeremy Renner in 12 & Holding has a particularly heart-wrenching one.
In "The Cook, the Thief, his Wife, and her Lover", we see two. At the beginning of the movie, the Thief humiliates a man in front of the restaurant by stripping him and wiping dog excrement on him. The Cook hoses him off and pours a glass of wine for him in a scene that is both surreal and sad. Later, the Wife and Lover escape the Thief by hiding naked in the back of a truck filled with spoiled meat (they were making love and had to hightail it out of there). After they get out and reach safety, they are hosed down in much the same manner.
In Close Encounters of the Third Kind, Roy Neary fears he's cracking up - he's found by his wife fully clothed in the shower, curled up and crying (but his watch still works).
Heathers. The day after Veronica kills Heather #1 and makes it look like a suicide, she hears other girls in the locker room buzzing about how her death has raised her status even higher. Veronica staggers, still clothed, into the shower. It may look to the others that she's stunned by the news, but it's more because her plan backfired.
And her character in the film Jagged Edge, after realizing that she just slept with a murderer — a man who she had successfully defended on charges of killing his wife.
Daredevil does a pretty exceptional one of these—not only is he brooding, but he pulls out a cracked tooth, broken in a fight, and tosses it down the drain.
Bill does one of these in Beautiful Boy, very understandably, as his son has just murdered 20-odd people on a college campus and then killed himself.
Elizabeth Shue's character Sera in Leaving Las Vegas takes one of these after being gang-raped.
In The Girl with the Dragon Tattoo, Lisbeth has one after she is raped the lawyer Nils Bjurman, who is in charge of any money she may get. She gets him back for it though.
In the French film La Moustache Marc shaves off his moustache only to find himself in a world where everybody says he never had one. After burying in the trash to find the moustache clippings, to prove he isn't going insane, and shows them his frightened wife he calms down and sits in the shower absolutely stunned, allowing the (possible) clippings to get washed down the drain.
In L!fe Happens, Kim has a good cry in the bath, complete with running mascara, after Nicholas discovers that the baby Kim has been carrying around was actually hers and not her roommate's, and Kim runs out on him.