Lou Reed "Street Hassle" - first part is about a very ugly, possibly obese woman paying a gay hustler for sex. Second part is about two gentlemen discussing how to dispose of a girl's overdosed corpse, third is about the transvestite Reed was breaking up with at the time. Features a depressed Bruce Springsteen saying "we were born to pay."
Another obvious one is AC/DC "Night Prowler," self-explanatory.
The many Judas Priest songs about male rape, like "Eat Me Alive," "Love Bites," and "Delivering The Goods," and more.
Cocteau Twins "Foetzepolitic" - about childhood memories of sexual abuse, pretty vulgar title if you know a little German.
Motorhead - "Jailbait," self-explanatory.
Sex Pistols - "Bodies," classy take on abortion, ("fuck this and fuck that, fuck it all and fuck the fucking brat")
Ramones - "Beat On The Brat," "All's Quiet On The Eastern Front" (about stalking at night while amped on speed)
Tons of various Misfits songs - "Theme For A Jackal," "American Nightmare," "Spinal Remains," "Hollywood Babylon," "Bullet," etc etc etc
Danzig - "Killer Wolf," "The Hunter," "Stalker Song"
Mark Kozelek does a pretty great cover of Dayglo Abortion's "I Killed Mommy," and Bad Brains "I," which has the line "cram their chivalry inside their guts," fairly obscene considering his fanbase of polite, middle-class hipster liberal indie rock kids.
The Who - "Fiddle About," Tommy gets molested by his uncle.
Basically half of the material Frank Zappa wrote between 1974-1980 concerned unusual sexual practices; fetishism, homosexuality, bestiality, sexual confusion, ugly people having sex, fatal sex with robots, Catholic teenage groupies, being raped by large black prison inmates, etc etc. Start with "Bobby Brown Goes Down" (big hit in Scandinavian countries for some reason, hehe), "Dong Work For Yuda," and "Dirty Love," then go from there. You're welcome.
Always thought Bruce Springsteens "I'm On Fire" could be reinterpreted to be fairly dark, considering some of the lyrics and the weird reverb on the vocals.
EDIT: Forgot Lana Del Rey! She has songs like "Lolita" and "Serial Killer," which are pretty twisted. Good voice, too.