Death of Superman graphic novel was pretty damned dark and high quality too. Some might also consider Action 775 a little dark as well. I'm sure there are others but that's all I care to recall right now.
Oh yeah, the Superman/Batman arc with Supergirl and Darkseid in it could be considered "dark" as well depending on what your idea of "dark" is. It's been a while since I read it though so maybe I'm remembering it wrong.