There are plenty, but it just really depends on how you define dark stories. Here is a list of some very gory anime, with what I assume have somewhat of a dark story behind it.

Parasyte The Maxim
Elfen Lied
Tokyo Ghoul - If you enjoy this it continues through Tokyo Ghoul Root A
Deadman Wonderland
Corpse Party
Highschool of the Dead
Another
Future Diary - has some gore with a somewhat dark story.
Death Note - It's not a gory anime, but it is a dark anime. I highly recommend watching it.

I selection off the top of my head, unfortunately I cannot better suggest series as MAL is down for maintenance so I cannot refer to it.

Violence/Gore

Berserk
Deadman Wonderland
Devilman
Elfen Lied
Gantz
Genocyber
Hellsing Ultimate
Higurashi No Naku Koro Ni
Ichi The Killer
Shigurui
Shiki
Violence Jack

Dark Plot

Another
Claymore
Corpse Party
Denpa Teki na Kanojo
Ergo Proxy
Le Portrait De Petit Cossette
Madoka Magica
Paranoia Agent
Rainbow
Serial Experiments Lain
Texhnolyze

While it isn't huge in the gore department give Monster a try. It's an excellent watch with a dark and suspenseful plot that kept me on the edge of my seat from start to finish

If you want something with a lot of gore give the berserk manga a try

Black Butler has a pretty dark plot all the way through. Just watch out for obsessive fan girls.. they ruin the moment.

ChoS;HEAd - Heavy Gore, Really Dark plot.
Higurashi no Naku Koro ni - Lots of Death, Some dark themes.
School Days - When it comes to Gore this one has it lol
Ushinawareta Mirai wo Motomete - Dark and Dramatic.