The Coen Brothers are a fantastic source for dark humor: Fargo, Burn After Reading, Oh! Brother Where Art Thou? and The Big Lebowski are great choices. Even No Country For Old Men had a few comedic elements to it, however, at its heart it isn’t.
Stanley Kubrick: Of course, Dr Strangelove, Full Metal Jacket (though, mostly just the first half), Barry Lyndon and A Clockwork Orange, maybe, though those two are kind of a stretch
And also: Leaves Of Grass, Welcome To the Dollhouse, Dexter, (though, that’s a television series), Amelie, apparently Cool Hand Luke (it’s always listed as a dark comedy, never noticed anything comedic in it, though), Mullholland Drive has a little of everything to it, Up in the Air …if I think of any others I’ll post them!