Secrets and Lies - not dark as can be, but a sad/tragic comedy, great Mike Leigh film
Life as a House kind of fits this as well, the sad/tragic comedy
Oh yeah, Happiness and Welcome to the Dollhouse are great! Ghostworld was good as well. Happiness is just so, so, so sick I always find that sometimes I am laughing becuase it is so wrong, so freaked out, but it is a great movie.
Pecker is also great, Cecil B. Demented was whacked and fun to see once.