If you want a good/evil switch, where they switch between good/evil within a few episodes and back again:
Dendrobates - Manga about a modern day assassin who works as a glasses-wearing, cold-sweating police confiscated goods clerk. He sneaks the guns in containment out for his vigilante jobs. Featuring: Every 18+ topic you can think of. (Also known as, the manga whose only purpose is to scratch your vigilante itch.)
If you want a slow descent through the entire thing:
Worm - Web novel. I HIGHLY recommend this one. A girl with insect-driving superpowers in a world of superheroes. The tone is really something else, and one of the main pros is that the protagonist reasons out her course of action. She skits on the line between joining the villains or heroes (did I tell you there was organised hero corporations?), and debates trying to be an ally of justice when her powers are one of the most villainish thing one can come up with.
The Picture of Dorian Gray - Short story, classic. The iconic descent. One British boy sins. And sins some more.
House of Leaves - Book, 'weird' format. A fictional character finishes compiling a half-finished documentary written by another fictional character, about a documentary that does not exist, based on the real world, with references to real non-fiction sources and well known authors. Not really a hero to villain, but more like hero to madman, where the guy gradually forsakes life to whatever mystery they're investigating.
Madoka Magica - Manga/Anime. Need I say more? Just look at the thing. Magical girls find out they're magicking for the wrong side all along.
Ouroboros - Manga about two orphans finding the killer of their old guardian. One of them's a police officer, the other's a mobster. Also lotsa R18 stuff.
Freesia - Manga about vengeance being legal in Japan. Has a really surreal atmosphere + themes, and R18 as well.
Nier Automata - Totally not a novel in any way excusable, and you have to go a long way into the game to find what you're looking for. But when the descent comes, it's worth every second.
Steins;Gate Game (Visual Novel, so it kinda counts), has some elements of what you're looking for, but its just generally a pretty good story.