Dont know much about Horror... but some dark anime I recommend are...

Gilgamesh, Berserk, Texhnolyze, Blue Gender, Project ARMS.... Narutaru... maybe Hitsuji no Uta (Song of Sheep) OVA

I'll think of others and post them...

And yeah... when FMA wants to get dark.... it gets pretty dark...

I downloaded PSoH a week ago... i guess i'll watch it soon...