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The ending of Evangelion is as contested and debated as it is depressing. As the creator was going through a bit of a dark period himself when it came time to create an ending, it ended up being a bit of a visualization of that depression. It is both a dark ending and filled with a lot of confusing high-minded philosophy.
Not unlike Death Note, Code Geass likes to put its heroes and villains in varying shades of grey rather than back and white. Of course when you do this, it means that neither the heroes nor the villains really win. In the end a goal is achieved, but it is not achieved by the happiest means nor is everyone content, or even alive, to see it happen.
There are probably other series with dark endings out there. We know we debated heavily on shows like Madoka Magica that was kind of dark throughout, but ultimately ended with a shred of hope for most characters. So if you think you have a really good dark ending that we might not have considered, let us know in the comments section below.