Rachmaninoff - Isle of the Dead is an incredible piece, and a lot of his preludes / parts of piano concertos 2 & 3 are dark...
a lot of russian composers already listed have dark pieces...
Grieg - in the hall of the mountain king
the darkest classical composition (besides isle of the dead probably) would have to be the suite by Maurice Ravel for Piano "Gaspard de la Nuit"... composed around the turn of the century (19th-20th), and based on three poems by an obscure french poet called Aloysious Bertrand. My favorite impressionistic compositions ever. (except for some debussy and ibert)
it consists of (very arguably) the three most difficult pieces in the extended piano repetoire. The first, Ondine, (poem about a water nymph) is my pick for most gorgeous piece of music ever created. The second, Le Gibet, (the gallows) is extremely dark, very deathly, so cold and depressing. It is musically the most difficult of the three pieces. The third, Scarbo (goblin that appears in a nightmare) is technically inhuman, very awesome. It is also very dark and haunting, but in much a different way than Le Gibet. The best recording is by Emanuel Ax...but it's VERY hard to find...Ivo Pogorelich plays a little to impartial and cold for my taste...but look around. If you can find Betrand's poetry to go along with it, that is great too.
But Gaspard is the most incredible composition in music history, to me. Very dark. Check it out if you can find a recording. It will be well worth the money.
