In Nat One Productions story-line, The Last Stage, the mundane world is a thin veneer over a sanity-shattering realm of monsters and evil. And the afterlife may be even worse...
In Worm, the Endbringers are getting close to destroying the world, having destroyed entire cities and killed millions of people. Due to how superpower trigger events work, villains greatly outnumber the heroes, with a few being exceptionally horrifying and powerful, such as the mass-murdering SlaughterhouseNine (amoral psychopaths with superpowers team up!), who are so dangerous that driving them off is the closest you can get to victory. Many of the "heroes" of the world are anything but, and the protagonists are supervillains.
When a reader of Legion of Nothing raised the possibility of a crossover with Worm, responses included "some universes are too dangerous to explore", "that would be bad", and "based on what happens to many of the characters that actually inhabit the Wormverse..."
Tech Infantry is partly based on the Old World of Darkness, so of course it's a dark and pessimistic world, with an oppressive and corrupt government, genocidal aliens, ancient supernatural entities manipulating the unawakened human population for their own mysterious ends, and any idealistic characters quickly getting the hope kicked out of them by a callous and indifferent universe.
In Vatsy And Bruno, the streets are strewn with garbage, the skies are grey, the protagonists are a pair of non-tax-paying vagrants whose only talents involve criminal acts, and the organizations oscillate between ludicrously incompetent and outright murderous. It's a comedy.
Tankmen starts with the war-torn remnants of a city, but what what makes it so crappy is that the warring factions don't even know what they're fighting for, but keep on warring as if it were an average 9-to-5 grind.
In the Colour My Series, there's a long list of forbidden activities on the stick-figure citizens. Among these are pets, plants, running, emotion, color, and smiling. There are huge robots to enforce the laws, too.
You can see a pretty good example of this on the SCP Foundation, a pseudo-governmental organization built around containing, securing, and protecting humanity from strange creatures, objects—and people. The physical laws are not universal. Anomalies appear all over the world and the universe, constantly threatening humanity's existence. The masquerade had to be upheld via extreme force and willingness to commit atrocities for the greater good. Humans don't matter all that much more, personally speaking. It's strongly implied in the various articles that a) humanity was created by mistake and b) the world is going to end soon and there probably isn't a thing the Foundation can do to stop it.
In Underground Crushed Underground by sam512, what seems to be all of humanity is imprisoned in a giant underground arcology, doomed to toil until they die. The word "dystopia" is explicitly used. That's bad. It gets worse. They're trapped in the arcology because it's actually a giant fallout shelter, holding the only survivors of humanity. With the outside a radioactive hellscape, and the biosphere completely destroyed, it'll be another two thousand years before they can leave the arcology. The immortal Governor only kept it from the proles to keep the suicide rate down.
In the universe of Addergoole and Wild One's Blood, the Ellehemaei are royally screwed by the Universe, since even casual promises are mystically enforced by "The Law". Oh, and if you manage to break free and defy The Law you apparently turn (more) evil. The Addergoole of the title is a Boarding School of Horrors where teenaged Ellehemaei, who at this point think they're human, are thrown in the deep end of their screwed up society.
In We Are Our Avatars, the World the Consolebots come from counts as this. Even after the Great Liberation, it's still pretty bad.
From a world of Superheroes comes Dusk City, a city full of pollution, corruption, and a few other things, including super-powered criminals and an arms-smuggling ring. The Past District in the town, which bases itself in the '30s and '40s, actually seems more pleasant.
Foxforce. In this world there was no space race, no NATO, no UN, no Star Trek, no Live Aid, no Israel, no global vaccination programs, no VE day, no 13th Amendment, and no Emancipation Proclamation. Science still marched on, but in new directions. Artificial intelligence and artificial life are both very real, and very sentient, and can be brought and sold online. Imagine, if you will, a world where organisations like PETA campaign not for the rights of animals, but the rights of slaves, and yet are held to the same level of contempt. This is the world of Firefox, Technofox, Silverfox, and (coming soon) Shadowfox.
The world inhabited by the title characters of Lego Pirate Misadventures is pretty grim for a Lego world. Pirates apparently own at least one city, have an academy dedicated to learning the trade of raping and pillaging, and are ruled by a guild stuffed full of Obstructive Bureaucrats. This city also has a hit TV show called "Torture Time With Mr. Cuddles" where people get tortured to death, and people get gunned down in the street for little to no reason. No one seems terribly bothered by any of this, though.
The AlternateHistory.com timeline For All Time, beginning with the death of Franklin D. Roosevelt shortly after Pearl Harbor, basically takes Finagle's Law and applies it to 20th-century history. In this world, all leaders are either corrupt, incompetent or insane, nations get splintered or thrown into civil war on a daily basis, and nuclear weapons get tossed around like snowballs.
China is the worst hit, with the Lesser Mao turning the country into a giant Pol Pot style killing field in the worst mass murder in history, including launching nuclear attacks on his own people. Since then it has crumbled into utter anarchy with no sign of recovery.
South Africa under Apartheid is a fully fledged Neo-Nazi state in all but name and wields an arsenal of WM Ds, including dirty bombs, which it hurls at its neighbours with wild abandon, and is fully protected by President Rumsfeld as a "bastion of freedom" due to the increasing insanity of his anti-communist paranoia.
Britain is even worse hit by The Troubles with many more deaths, including the assassination of Queen Elizabeth, and while it momentarily dies down it flares up even worse in the '80s due to a new "Loyalist" terrorist group launching attacks on the British mainland to punish any attempt to end the bloodshed and, again, this is directly aided by Rumsfeld in order to "punish" Britain for voting in a Labour Government.
America is getting dragged further and further towards a fully-fledged authoritarian police state under Rumsfeld, complete with the murder and internment of any and all critics, mass production of propaganda movies to smear the president's enemies, and all kinds of far right and Christian fundamentalist fanatics employed and positions adopted by the administration. All while its economy steadily falls apart. Rumsfeld and Cheney even privately admit they plan to remove each constitutional right save the right to bear arms (in order to keep the right wing happy).
By the 1990's, Rumsfeld has been impeached...only to be replaced by the Christian Values party, which transforms America into a violent theocracy lead by Douglas Coe, now known as the Christian States of America. They brand anyone who opposes them a satanist and have absolutely no reservations about using nukes. A second civil war has begun as multiple states have already broken off to form their own factions. The savagery of the CSA is bad enough that the Ku Klux Klan, the Black Panthers, and the Jewish Defense League all join forces to fight against them.
Ironically the only country which seems to be improving is the Soviet Union which is steadily adopting Real-world China style reforms and is drawing Western Europe into it's orbit with ease given the increasingly psychotic and vindictive Rumsfeld. While it is still an authoritarian regime, it does seem to have a good chance of emerging from the '80s as a freer and more prosperous country than America does.
The future world from the ARG based around Nine Inch Nails' Year Zero album is a world where the US has become a repressive and insular theocracy following multiple chemical and biological attacks against it. US citizens are kept in-line via drugs in the public water supply and easily-available and highly addictive street drugs like "Opal" which come from government-funded pharmaceutical corporations. Global warming has made the equatorial regions of the planet nearly uninhabitable (and indeed has affected the climate enough that there is baseball being played outside in St. Louis in February). The rest of the world seems to be in a constant state of brush wars where American soldiers are kept on the knife's edge of psychosis with military drugs. The world is so crapsack that even visions of a god-like hand reaching down from the sky that cause electronics to fail and observers to go insane, might really be only a side-effect of easily-available government drugs, or just global hallucination brought on by the hopelessness of the real world.
The Fear Mythos. When the friggin' Slender Man is just one of an entire pantheon of Eldritch Abominations all out to make everybody's lives hell, you know you're fucked. When said abominations are all based off of human phobias, and are effectively invincible, it's time to kill yourself. Except that dying just hands your soul over to the Archangel. Not even death can save you. Oh, well. If we're lucky The Quiet will unravel the universe before the other Fears make any large scale moves.
OH GOD THE RAPTURE IS BURNING shows what would happen if they did make any large scale moves. It's notpretty.
Several in The Wanderer's Library, but Ur probably takes the cake. Lower-class citizens are treated as nothing more than batteries for powering magic in Alteres, Harrhem is being destroyed by the very earth, and Etten is being slowly covered by an Eldritch Location created by gods afraid of death.
Rasa takes place on an original world named Albumere, which is ruled by objects called tabula. Every living thing is tied to a tabula, and the tabula can be used to completely take over what's linked to it. Furthermore, tabula rip those people away from their parents by at least four years old, leading to a world with no trust and no family where children, forced to grow up alone in the wild, are regularly killed and killers.
Kagerou Project: The story is set in a modern Japanese city, and seems like quite a nice place to live, but going on each characters' experiences alone, it becomes this: fathers burning their homes down (with two daughters inside), Mad Scientists killing two students, no one seems to care; mother abusing her only son, terrorists taking whole shopping complexes hostage, demanding 1 billion Yen, teen suicides, iron pipes falling from the sky—killing children, and have we mentioned child abuse yet? And this is all without mentioning time-loops and Medusae.
Rotten.com: The site shows the world as a frightening and, well, rotten place. Several articles in the Rotten Library talk about cruel rulers and conquerors, corrupt politicians and religious leaders, execution methods, torture devices, massacres, natural disasters, diseases, weapons, racist ideologies, yet they also have fun with it, by keeping an ironic style. Apart from the worst atrocities in mankind's history the Rotten Library also offers articles about more amusing and less nihilistic topics.
The major political powers of The Jenkinsverse are a hidebound corrupt bureaucracy and an alliance of military expansionists, both controlled by impersonal, cruel corporations that treat their employees as expendable and have perpetuated a long and grinding war for profit. Meanwhile The Hunters treat other sapient beings as prey and sport, interstellar civilisations inevitably fall into decline and go extinct, and every sapient life form other than mankind that ever evolved on a Death World has nuked itself into extinction.
In Citadel, the central part of the US is a gang ruled war-zone, a significant part of the Upper Hemisphere was frozen solid, the entirety of Europe is under the complete mental control of Tyrant, and the Citadel itself admits to striving more towards brutal efficiency than actual justice.
The Anglo/American – Nazi War is set in an Alternate History where Hitler, in a moment of actual sanity, comes to the conclusion that North Africa is just not a feasible conquest and decides to move 250,000 troops away from fighting the British in the desert to fighting the Russians at Stalingrad, where they manage to win. End result: the Soviet Union is defeated by 1943 and while the Anglo-American allies are able to win the war and bring down the Nazi regime eventually, the Germans have managed to stalemate World War II for just enough time to enact their horrific plans for Europe. To wit: Continental Europe's vast cultural history is intentionally decimated by the Nazis with numerous icons and monuments blown to bits, including all of Paris, which gets completely ruined by the retreating Germans to the point where the French have to move the capital to Lyon, the number of surviving European Jews is reduced to low four digit figures, Poland is... gone, and Berlin and Nuremberg have been annihilated by a massive retaliatory anthrax attack by the British which have probably left the cities uninhabitable for centuries. Oh, and as for the victorious post-war Western Allies, they have become a political alliance of cynical nanny-state dictators who have adopted Disproportionate Retribution as the go-to policy for any major war or non-sanctioned space launch anywhere. However, some parts of the world are actually better off than our own - an unpartitioned India is a booming, first-rate power, and Brazil and Argentina are quite well off as well, Africa is much less prone to famines and civil wars due to fear of A4 intervention, and China avoided the Cultural Revolution... even though it's a political mess and a population time bomb just waiting to go off.
Given Kakos Industries revolves around a powerful Evil Inc. that controls America and likely a few other counties, it's apparent that a great deal of humanity is dedicated to murder, torture, and humiliation as means of entertainment, business practices, and daily life itself. And none of this is by force as almost everyone is content with exploiting how Evil they are to begin with.
None of the worlds visited in The Last Generation are particularly happy places, but world CYBORG definitely takes the cake. After a brutal war between humans and mutants (another species similar to humans, but exhibiting unique abilities such as enhanced strength, agility and healing) led on a worldwide scale left both sides exhausted, a mad scientist used the opportunity to establish a world dictatorship using an army of cyborgs (human whose brains and, sometimes, internal organs are put in an indestructible metal exoskeleton, with the resulting cyborg being conditioned to serve without question), slowly taking over the entire world and converting almost everyone into cyborgs. In a vain attempt to stop him, the surviving humans unleash a nuclear Armageddon, which turns most of the soil infertile, but does absolutely nothing to stop or even hurt the cyborgs. A few chunks of the surviving humans, as well as what little animals remain, have been horribly mangled by the mutation, and the mutants (who are immune to it) have descended into packs of marauders who are not above killing their own kind and scavenging what little supplies they can find. It truly says something when, upon learning of the world's impending destruction alongside the rest of the Multiverse, one of the last remaining mutant survivors says that's the best news he's heard ever since the cyborgs showed up.
Myridia from Beyond the Impossible. Born with the power to duplicate yourself? Neat! But your career choices are mostly limited to cannon fodder and sex slave, your government is ruled by religious fanatics that can kill you with their mind, and technological development is forbidden beyond a certain point.
Super Smash Brothers Life Itself has this in the form of Li which Isn't the best planet to be in, what with parasites and monsters running amok just outside The Life Sphere, there's also a case of the Starvia which can be found almost everywhere in the planet that can infect people just hours of leaving the sphere. There's also the Life Sphere itself, what with crime levels rising almost all the time, people worried that the shield that keeps the Starvia from getting in breaking and the fact that the defence system is being handled by Eggman, Bowser and King K Rool...Who are currently having a war about who officially gets control of said system!