Check out Punisher MAX. It's basically the adult version of Marvel's Punisher series. There's no superheroes, just Frank Castle vs the criminal underworld. Great shit all around, though it is very dark.
@BisonHero: Evangelion definitely has a pretty dark and bizarre tonal shift starting at episode 16, I'd say. Also, the "we ran out of money" ending was a real bummer, but they made a movie called End of Evangelion that wrapped things up much better.
Man, I had no idea there was an after credits thing. I just went back to see it, but when I tried to rewind to the last chapter of episode 5, it started me at episode 1. Now all my save data is erased. What a bummer. I really enjoyed episode 5 though. Also I can't believe how many people chose to cut off the arm.