I think Eternal Darkness: Sanity's Requiem had a pretty dark, and very fucked up, story. The fact that just about every single player character ends up dying in very disturbing and violent ways, the massive amount of mind-fucks stemming from a depleted sanity meter,all of the atrocities committed by or for an ancient god, and being a pawn in an even more ancient god's bid to kill it's competitors.
Prototype is another game that has a dark, if convoluted, story.
Prototype is another game that has a dark, if convoluted, story.