I would second the
Kara no Kyoukai recommendation - it definitely has its share of disturbing and gritty moments. Also features absolutely stunning animation and good music. Should be watched for the amazing presentation alone
Gantz is something worth having a look at i suppose. Rather dark and disturbing in many ways, once you get past the initial weirdness, but the lack of likable characters "might" be a problem. Either way, i would suppose this one to be relatively close to what you want.
Ghost Hunt is another title you could give a try, following a group of people involved in a number of paranormal cases. While generally not that scary, it does have its moments, and is a pretty good show overall.
Strait Jacket is worth giving a shot at i suppose, though i am not sure if this is what you are specifically looking for. It is only 3 episodes though, but pretty good three episodes.