I would say LAST EXILE (first season not the new one)
Eden of the East
Steins;Gate
Fate/Zero

Darker than black - I highly recommend this. Season one, in particular.
Kenran Butoh Sai: The Mars Daybreak - I enjoyed this one a lot
Mushishi - A little slow, but very enjoyable. If you like paranormal-ish stuff that isn't frightening, you'll love this
Black Lagoon - Probably more what you're looking for with the 'darker' bit. Not a fantasy setting.
Baccano - Light hearted but can be dark at times.
Gankutsuou - I loved this, but it takes some getting used to. Count of Monte Cristo. In space.

I'm primarily a mecha nut when it comes to anime, but those are some good ones I don't see recommended all the time.

repost after red to promote the AWESOMENESS OF NARUTO again

here's the fight of copy ninja kakashi that copied a thousand jutsu vs. hidan the immortal

enjoy~

If anyone hasn't suggested it yet...
Death Note. One of the first anime I watched and I loved it

Gurren lagann!

Dark anime, eh?

Check out Berserk, Boogiepop Phantom, Ergo Proxy, School Days, Serial Experiments Lain, Saikano, Now and Then Here and There, Jin-Roh, Paprika, and if you want to cry for the rest of the month, Grave of the Fireflies.

I don't know that that is, but Death Note is pretty dark, and very good.

And even though it isn't dark, Naruto is really quite a bit of fun. A childs show for the first Naruto, but once you hit Shippuden, it gets darker and much, much better.

Darker than Black is pretty good.

Elven Lied is pretty dark too.

This. though I would change pretty good to awesome. Also on a slightly lighter note but awesome series Soul Eater is good, with some dark tones, and D-Gray Man has lots of Dark tones. Claymore is pretty good too.

EDIT: Forgot to mention go watch original FMA. Its pretty good too. The original doesn`t follow closely to the manga at all so they are two completely different series and the original is arguably darker then brotherhood.

EDIT2: Gonna edit me in some Speed Grapher. Its on Netflix and I really enjoyed it myself. And it is very dark. Big warning is a lot of sexual things though

Rurouni Kenshin, Trust, Betrayal, and Reflection: I would say in the top 5 of best animes ever made. My opinion.

Elfen Lied: Definently dark, not for everyone, it really makes you think. One of my Favorites. ( On Netflix )

Neon Genesis Evangelion: Also makes you think, Not for everyone, but very good.

Gundam.

Claymore. ( On Netflix )

Full Metal Alchimist ( all on netflix )

And if your absolutly new to all anime and have never seen it before, then a must.

Dragon Ball Z:

Saiyan Saga

Namek and Captain Ginyu Sagas

Frieza Saga

Garlic Jr. / Android Saga

Imperfect Cell / Perfect Cell Saga

Cell Games Saga


194 episiodes between the sagas, but worth it.