Man, all of the posts about Warhammer 40k make me want to pick up a few of the books sometime.
Choose carefully. There are some great 40k authors out there (Dan Abnett, Graham McNeil and Sandy Mitchell, mostly)... but also many who shouldn't even be allowed to write fanfiction. --- Wait... what?
The Walking Dead episodic games should be on the list, there are some messed up things in those. Dante's Inferno is also pretty dark. Only ones that I can think of that haven't been mentioned yet, lot of really good contenders on the list already though.