Can they? I am currently replaying the Paper Mario series and I think they can, in a more Alice in Wonderland kinda way (where things are just more fucked up then flat out darker).
I dont mean darker like Sonic Adventure 2 where the story was just.... wtf and everything from there was kinda wtf. I think Mario, like Zelda can go for the unsettling and eerie, just look at Super Paper Mario (not everyones fav, but its alright) there is a level that shows what will happen if you fail!