BloodNET (if that qualifies as RPG) immediately comes to mind. Also both Witchers. And, of course, Vampires; The Bloodlines. And maybe Realms of Arkania.

Alundra for the Playstation. An game similar to the Zelda series, it is fairly dark. Ditto with Illusion of Gaia and Terranigma for the SNES, in how they possess dark storylines and are action-RPGs.

Vampire: TMB and Vampire : TMR (If I had to pick one, I'd go with TMB, TMR is older and a more isometric style view, both are good though)
The Witcher I/II of course
MAss Effect series (to me at least, has generally a more serious/mature story, heavy dialogue and things).

Yeah, bloodlines is good.. Though Shadow hearts or what was it in ps2, I would have liked that game to be in pc but most likely I only have memories. *tears... then forces v-sync*

Edit: If I think rpgs.. Most which are in pc are a bit too serious, I kinda miss jrpg-things. I was good at those, and combat was good. Still, pc tells you a better stories and less colours. =) I loved wild arms 1 (ps1) also. Had to mention again.

Bloodlines, yes.

Also: Mask of the Betrayer. With its backstory and roleplaying options, this one is potentially one of the darkest rpgs out there.

Fallout - New Vegas can get pretty dark, intense and somber, as well, especially in the DLCs (Dead Money, Lonesome Road, but Old World Blues has some pretty dark aspects underneath the funny surface) .

I think Planescape: Torment counts. If you don't mind Action RPG/Hack and Slash, the Drakengard on PS2 might work. I really enjoy it, but it seems pretty divisive, so you might just hate it. It's RPG mechanics are a light, though. Your weapons level up in a very JRPG way (there's quite a bit of grinding involved, so if you hate that...), so you have no control over them.

Vampire Bloodlines or Redemption I wouldnt have considered Redemption isometric (like eg. Diablo) though.

Planescape is plenty dark and isometric (like baldurs gate).

If you are into FPS/RPG hybrids, I can't think of anything better than Deus Ex. Very dark game, and dark colors, too.

If you have a PS3 Demon's Souls (Dark Souls too).

Says a person who had the nameless one overwrite his own face. =)
It is dark and almost adventure. And I should play it through.

The STALKER games! They might look a bit like first person shooters at first glance, but even though you don't collect experience you collect money for better equipment, and that equipment will be needed to advance further into the game (ok, there's probably some crazy gamers out there who have won the game with the starting equipment). The games are free roaming, inventory management plays a large part in them and there are lots of quests to do. And they're really dark. The parts where you're subjected to telepathic trauma can get really nightmareish!

Someone mentioned Fallout: New Vegas, but I'd say all Fallout games are rather dark.

The world of Diablo is definitively dark fantasy, especially in Diablo 1.

RAGE is another RPG FPS with a post apocalyptic theme. One thing I really like with that game is the lack of inventory management, actually. You do have an inventory, but you can carry as much stuff as you want, which makes the game much more comfortable to play.

And as mentioned, everyone should play Planescape: Torment!

Yes, Diablo 1 is great dark fantasy.

Hell there is.. I've played stalker (to a some point).. Good game but even I shoot better than that dude at start in real life and I was crappy shooter in the army. There are mods though. Usually it is better to play things like makers wanted it though (full of bugs and so on). Stalker didn't feel indeed like shooter, it was (is) kind of an rpg.

Also if someone doesn't have a laptop, like me.. isn't it portable facebook if you loan a thick book from library and smack, I mean insert some face on it.. Oh, never mind. I'm trying to eat.

Mm there was this game that I think uses the Gold Box games' engine. The story is about this guy and his girlfriend who get banished to Hell or something, and the guy gets separated from his GF. Very dark game, though there is some (equally dark) humour. I can't remember what the name is.