Not sure if it would be your thing, but there's Binary Star, a sci-fi comic with some darker tones. It also has a gritty look, kinda old-school punk, or something you'd see in a Heavy Metal magazine but with less T&A.
Also if you want something in an urban setting, I guess there is my comic? It a psychological drama revolving around dark themes like mental illness, and abuse. The story is more slice-of-life, so it's not very action packed.