Besides what was said here, Jin Roh was great: a very adult tale in a very well built and believable world.

Sadly it becomes mudled by the tipical strongman political strife from the 80s/90s Japanese drama. But the way military service and trauma is represented is outstanding.

Perfect Blue is also perfect, and blue.

Wolf Children will wreck you, though I guess it isn't really dark but very recommendable.

Also Berserk but only the first season (golden era).