Hmmm, dark anime, eh? I’m not super familiar with this as much as other genres, but, well, lesse…
Le Portrait de Petite Cossette is fairly dark, gothic tale with sort of a twisted romance. It’s only a 3 ep OVA though (also a manga). Plot can be a bit convoluted for some, though.
If you like vampires, there’s always Hellsing and the Hellsing OVA series (also called Hellsing Ultimate). These can get a bit gory though if you are opposed to that. There’s Trinity Blood too, which is pretty good. Of course Vampire Hunter D and Vampire Hunter D: Bloodlust for a more classic piece as well. Also, Vampire Princess Miyu possibly.
Serial Experiments Lain is a very surreal series that can have many different meanings. Not necessarily dark in a gothic sense like Witch Hunter or the vampire ones (more postmodern cyberpunk), but it’s interesting. I would classify it as dark.
X maybe.
Noir is less magic, surreal stuff and more guns, but its mood is similar.
Chrono Crusade has the religion, demons, and guns as well. It’s well done.
More currently, D Gray-Man might interest you, although the manga was better I thought.
Kuro Shitsuji (Black Butler) is a different type than these. It’s not as dark and has a different feeling. It has its silly moments. Still has a Victorian feel to it. I really enjoyed it. May not be for you, but you can check it out and see for yourself.
Just for kicks, this might not be what you are looking for, but Witch Hunter Robin was made by the creators of Cowboy Bebop. It doesn’t really fit your “dark” criteria, but it’s still a really good show about bounty hunters.
There’s more and I have no idea if these are what you are looking for. And there are certainly more, this is just a small list of what is coming to mind. But check them out and see. Hope this helps at least a little bit.