Well people.

Mimi wrote

Boku no pico

pretty dark anime there

that's just straight up hot

the answer is in your kokoro (watch Lain and try to understand it)

I reccomend just browsing sonic guro fanart on rule 34 tbqhf.
Shit's dark.
Also NTR.

Aku no Hana would probably count, although I've only actually read the manga and never seen the anime.

Anime doesn't really get all that dark. But Texhnolyze is worth checking out. It's not as gore focused as something like Elfen Lied but has one of the darkest and depressing atmosphere I've seen in anime so far.

You're better off looking for horror manga.

I guess Yosuga no Sora is pretty dark

My brother had one on video years ago called Urotsukidoji (or something similar), that was pretty "spoken of in whispers" around my college (UK meaning of college) in 2001, but I never watched it myself.
There was also an anime prequel to Ichi The Killer in one of the deluxe DVD's, that was pretty screwed up.