The first time Catherine is in the madman's mind. Including the infamous horse split scene. From "The Cell" with Vince Vaughn and Jennifer Lopez.

Wikipedia info:
The scene in which a horse is split into sections was inspired by the works of British artist Damien Hirst, whose works were included in the controversial "Sensation" art exhibition. The film also includes scenes based on the work of other late 20th century artists, including Odd Nerdrum, H. R. Giger and the Brothers Quay. Additionally, some scenes appear to be influenced by the style of Floria Sigismondi and French artists Pierre et Gilles.