I'm not exactly a US constitutional lawyer, but I'm willing to bet that snuff films aren't protected by the First Amendment.

Believe it or not, prolonged physical and mental torture is not speech, a religion, a function of the press, an assembly, or a petition. You could probably get some of the physical violence covered by the Second Amendment though, if you have a gun and just do a little of the South Park "he's coming right for us" thing.