My choice (other than Elliott Smith Roman Candle, which seems like a given to be one of the most humbling, barely there dark things) is probably Liquid by RECOIL. It's the project of Alan Wilder who was in Depeche Mode. There's a seedy back-alley s&m subject matter to quite a few of the songs and all these swarming synths that seem to crawl out of dark corners with rabies drool encrusted on their keys.
Runner-up, probably NECRO The Sexorcist. Pretty much has the atmosphere of the final third of Requiem for a Dream. Probably class this more as bleak end-of-times sort of record, not really something I'd recommend listening to http://open.spotify.com/album/78RiBz7MlVVyIDYOcUDDQl
Let's see what else the NME missed...