Angelo Credo said:
The entirety of the Dawn of War series is so GRIMDARK serious that it gets depressing at times.
Wait, hold on. Dawn of War? Depressing? It's so dark/generally over the top that I assumed 40k is an elaborate self-parody. Found most of it hilarious, in any case. The orks helped.
Lessee... serious games that have yet to be mentioned? Let me throw in a vote for Planescape: Torment, then. Is it silly? Yes. Frequently. It's a very serious game with silly moments, basically. Let me put it this way - the protagonist wants to do two things: Find out who he is, and die. Think about that for a bit.
Most serious/gritty game I know, though? Tough call, but I'd have to say Imperishable Night. May want to look into it on Youtube or something.