Eternal Darkness. Nu pun intended.

That game was sooooo good.

Eternal Darkness, Mother 3

That should be Eternal darkness. It's dark, and kind of creepy.

Majora's Mask! I am not sure about Eternal Darkness or Fatal Frame, never played them but I don't consider "dark themes" things such as blood and gore. It goes a bit deeper than that.

http://www.gamnesia.com/images/uploads/4474624_f520.jpg

No game can be darker than one featuring this thing.

Majora's Mask has a dark theme, if you pick up on it, kids probably wont notice it.
Eternal Darkness... goes without saying.

Animal Crossing. Something ain't right about that Tom Nook.

I notice nobody has mentioned it yet, so I thought I'd bring it up.

Super Paper Mario. Peach being forced to marry Bowser in order to bring about the end of the world is the LEAST dark part of the game.

Then play those games ASAP because they do indeed go deeper.