[Stick]

If anyone wants some recommendations for themselves I would recommend:

• Zankyou no Terror
  
• Death Parade
  
• Death Note
  
• Darker Than Black
  
• and Another
  

dude i love all of those!!1

[Dismas]

If you're looking for something grim, you might enjoy Ergo Proxy.

[IronmanXLR]

Paranoia Agent

Gantz

Hell girl

Casshern Sins

Texhnolyze

[darkninja1980]

about high school of the dead Anime ?

[-Isotope]

Some of my recommendations for a dark or psychological thriller animes will be:

• Another
  It is arguably one of the best horror anime ever made. The story is gripping and has an eery effect for a couple of episodes.
  
• Higurashi No Nako Koro Ni
  Higurashi is quite a lot popular from other titles in horror genre.
  Though unlike Another it uses heck lotta Gore to create horror. After a couple of arcs, I found the repetition of story kind of funny rather than dark.
  
• Zankyou no Terror
  After binge-watching it a couple of weeks ago, I am glad that I gave this series a go.I'll strongly suggest everyone to watch it.
  
• Aoi bungaku
  I'll just say that it's an anime which is "Dark" af.
  
• Death Parade
  
• Deadman's wonderland
  
• Paranoia Agent
  
• Perfect Blue
  
• Black lagoon
  
• Death parade
  

[Nyx]

I think Elfen Lied is pretty applicable, surprised nobody has mentioned it as far as I can tell so far.

[OnteEpwM211]

Serial Experiments Lain is kinda depressing and confusing

[HJDKM]

Some favorite dark Anime of mine are:
Another, Parasyte, Death Note, Mirai Nikki, Elfen Lied, Erased, & Deadman Wonderland, Corpse Party, Gantz, Tokyo Ghoul (season 1), Promised Neverland, & Monster.
Those are just some of them off the top of my head. All very enjoyable dark/mature anime imo! Highly recommend!

[Esoterith]

If you're looking for something grim, you might enjoy Ergo Proxy.

I'll have to check this out.

[Leviathan]

School Days (if you haven't seen it)... even tho it starts to get dark near the end, other than that it just feels like a normal school anime.
Ghost in the Shell

These are two that I enjoyed myself quite a lot