This is such an obvious recommendation that I wonder if putting it here will just induce eye-rolling, but here goes.
Vampire Hunter D: Bloodlust
It's a feature film. It needs to be seen by everyone, everywhere.
Also secondsy's on Elfen Lied, though I always feel like a pervert watching it for some reason. Maybe it's the box art.
One I really like is Godannar, a giant robot series that is kind of a light-hearted parody version (or "knock-off" if you will) of Evangelion. It's got alot of cheeky fan service, but the robot vs creature combat segments are amazingly entertaining. The interplay between all the characters is hilariously melodramatic. This isn't the 'dark and moody' stuff you are looking for, though. I just like putting it out there!
Also, Giant Robo. Great stuff. I have a thing for giant robots.