Oldboy

"The octopus being eaten alive was no special effect but a real animal; four were killed during the making of the movie. Actor Choi Min-sik, a Buddhist, said a prayer for each one. It should also be noted that the eating of live octopuses (called sannakji in Korean) as a delicacy is not unheard of in East Asia, although it is usually cut, not eaten whole. When asked if he felt sorry for the actor Choi Min-sik, director Park Chan-wook stated he felt more sorry for the octopus."

http://en.wikipedia.org/wiki/Old_boy

http://www.rottentomatoes.com/m/oldboy/