This, obviously. Also Irreversible and No Country For Old Men. But mainly Human Centipede... doesn't get more grim than that.
On another note, why is Inception even on this list? Its not dark at all, he is happily dreaming at the end... if I remember it right, only saw it once when it first came out (His totem is his wedding band, if he is wearing it he is dreaming)
certainly of films this year, probably Sucker Punch.
Ouch, that's a dark end to a movie!
Oldboy
Natural Born Killers
Woodsman
Nowhere
Perfect Blue
honorable mention the ORIGINAL ending to Clerks
To crush my enemies, see them driven before me, and to hear the lamentation of their women, that is what is best in life.
A Clockwork Orange
The Mist
American Psycho
Requiem for a dream
http://en.wikipedia.org/wiki/The_Doom_Generation
It gives a hint at the end as to why this movie has possibly the most fucked up ending ever.
Shatter Island - Dark because he pretty much surrenders to it.
Mist - Speaks for itself
>The Descent (the original ending, not the American/oh-shit-we-need-to-make-the-descent-2-cutitoutcutitout) - **spoiler** so she wakes up, truck races by, boo - eek, lolstillstuck.
Inception - You could see this as a 'dark' ending since you don't actually knw if he's free or just still dreaming.
The Road is my favorite books but I don't think the movie did it justice, I thought it was good but I didn't get as sad as I did reading the book as I did the movie, I re-read the book plenty of times and still felt the same way every time.
Another vote for The Mist here. Great ending imo.
Eraserhead
Donnie Darko
Memento
The Butterfly Effect
The White Ribbon
"Ok, fuck it, I lied. It's drum and bass."
Human Centipede title alone makes me feel yucky, blech, why does anyone wanna watch... well, THAT?!
The Antichrist
Martyrs
Oldboy
Frailty
The Mist
(honorable mentions: The Others, Sixth Sense (yeah I know it's cliched), The Last House on the Left (original))
I don't know if you can consider it dark per se but the usual suspects has an amazing ending.