Girl, interrupted features self-harm, but it's not focused on it as it's main issue. I haven't seen Prozac Nation, but that has self harm in it too (apparently), I've read the book and that was good, so you might want to check that out.
I havent seen these movies but according to others they do have self harm in them:
The Virgin Suicides, 28 days, Manic, Stay, Dans Ma Peau (In my skin), Painful secrets, Ginger Snaps Unleashed aaaand 2:37.
However, I really wouldn't recommend that you watch these movies if you're easily triggered/unstable.