Many of the protagonists of the various branches of the Mabinogion are the Welsh gods of Darkness.
Hades from the Greek Mythology; even though he is portrayed as a Satan analogue nowadays, in the original myths he can best be described as Lawful Neutral, and is actually one of the few gods that didn't harm mankind directly (even Demeter caused devastation by the droughts following her daughter's "abduction"; keep reading). The worst thing he did was kidnap Persephone, and in some versions she was perfectly willing to go with him. Other entities from the Greek mythology, such as the already mentioned daemons, are also neutral or benevolent, and are usually dark aligned, in contrast to the violent/very manipulative and certainly NOT good light themed gods such as Zeus.
In most myths he shows up in, Hades is shown to be a polite guy simply doing his job, though he can be a bit grim. But considering his job, that's to be expected. And he proves himself perfectly willing to work with you if you simply come and talk to him up-front, something that most of his fellow Gods and Goddesses seem to flat-out refuse to do. Hell, if it was Zeus in Hades' place during the whole 'Persephone' incident, she'd have been raped, and when Demeter got angry, he'd have punished her for doing so.
In some versions of the tale, Persephone is violently raped. And she's about twelve years old. Some versions of the tale have her so young that she sobs for her crushed flowers as much as she does her utter terror at being kidnapped and raped. Granted, Zeus rapes a whole lot more women, but it's still pretty brutal.
It's worth noting that 'rape' means 'abduction' in the archaic language those myths are translated in. There are several old texts and none of them mention his actually raping her, some do kidnapping. I don't believe her age is ever mentioned either, but she's probably a younger teenager. Also, though they did have different values back then, marriage was considered honouring a woman, rather than taking her and discarding her (possibly to die). The version you're referring to is also a later, Roman version.
On other versions Aphrodite is to blame for her megalomania, making Hades fall in love/lust with Persephone for the mere fact he was not under her control. On other myths, Persephone is no better than Hera: a jealous bitch.
Hades may have been the best husband she could have (for a Greek god). In even the oldest stories Hades was very kind, and he didn't ever nag, boss, or smother her like Demeter. He very much wanted her love and tried to buy it with many gifts at first, but then took to spending all of his day with her, trying to make her happy, and never cheated, very unlike his brothers who literally screwed everything that moved.
On a related note, Hecate (witches and ghosts) helped Demeter search for Persephone and when Hera turned a slave-girl of Heracles' mother into a polecat for sabotaging her attempt to prevent Heracles' birth, Hecate adopted the polecat.
Pan swings between playing this trope straight and subverting it. He's a goat-like guy who is usually happy to play a pipe and dance in the woods at night, but then he also has a tendency to get moody and shriek at people who disturb him (this is where "panic" comes from - it's what people felt when they heard his cries). Still, he never hurt anyone.
This is lampshaded in the Ravirn series of novels by Kelly Mc Cullough when the protagonist says in his narration at the beginning of a chapter where he goes to Hades "Hades the place is not Hell, and Hades the god is not Satan."
Anubis and Osiris from the Egyptian Mythology, which are both death related deities that are good and righteous.
Often, it should be noted, due to age and windows not being cleaned. Clean stained glass dims light but does not dull it-one of the major reasons people began to use stained glass was to make churches more aesthetically pleasing. Which arguably makes it an even bigger subversion-darkening ordinary light precisely to make it and the space it fills holier and more beautiful.
And now the trope gets inverted again once you realize the above statement implies that "holier" and "more beautiful" is the same as being not evil.
Dark and gloomy is probably what all old buildings looked like at the time.
In a more symbolic sense, consider that the most common symbol for Christianity, a cross, represents what was originally an instrument of torture, ultimate humiliation and execution. This gets even thicker if you're Catholic and grew up with crucifixes in your churches.
Hinduism has several entities that are associated with destruction but are not directly evil; Kali is such an example, even if she is mostly demonized nowadays, much like Hades. Its last reforms spawned more confusion.
Shiva as well: although he's a god of destruction, he's also a god of fertility (this is why his symbol is the distinctly phalliclingam is his symbol. As Shiv and the Grasshopper (The Second Jungle Book) says:
Shiv, who poured the harvest and made the winds to blow...
And Yama. Seriously he is the coolest guy ever, very neutral righteouss. Also, he has made mankind, so show some respect! He was degraded from a king to a judge, isn't that bad enough for him already?
According to a few verses, the biblicalGod dwells in darkness (1 Kings 8:12, Psalm 18:11, Psalm 97:2). Whereas he is good or not is a matter of debate however.
Angels could also appear to be 'dark' or very threatening, appearing like EldritchAbominations or other monsters.
While they do look monstrous, two of the featured classes of angels include the seraph and ophan (or wheel). The seraph is described as "firery one", and the ophan is also said to be on fire, so they also fit Light is Good. Granted, since the only verified fact about angel morality is their loyalty to YHWH(which doesn't always stick), they could also count as Light Is Not Good.
In the Lusitanian Mythology there was Ataegina, a goddess of the night that was also the goddess of Spring. Similar in some ways to Persephone, another benevolent goddess of the Spring and the Underworld, except that Ataegina wasn't married to anyone.
Santa Muerte. Almost unbelievable since she's considered a Catholic saint by a community in Mexico. True, Catholicism as a whole does not accept her canonically, but enough worship her that the movement is pretty much a de facto religious sect. Subverted in that a few of her followers use her to impose death on their enemies, though several other worshipers aren't that nasty.
In Celtic Mythology, the children of the god of death were believed to have come from the underworld to claim this one, driving out the Tuatha De Danaan in the process. They were also the first humans.
Many occult members who worship Satan believe that the devil and his demons do not necessarily represent evil.
Modern Satanism simply tries to free people from the power of symbols - to perceive that a dark room doesn't contain any more evil than a well-lit one and that a halo doesn't make a creature more good than horns. Classic demon-summoning occultists in turn were almost always under the opinion that they were using demons with God's power to do God's work, a belief-system based on the Biblical account under which God gave King Solomon the power over all demons to do good with.
Do notice, however, that Lucifer means "light bringer", although many experts in theology claim that he is a different entity from Satan. Also, some demons like Moloch were originally solar deities before Christianity took over.
In Lakota mythology, darkness is simply that which is irrational, contrasting to the light of reason. Inktomi is the embodiment of darkness in this sense, but he occasionally does heroic things, albeit always through trickery and deception.
Merlin, who technically was a half-demon and considered a good magic-user in a time when everything that people considered magic was associated with Satan.
In Islam, quite a lot of emphasis is put on the night. One ayah even describes the night as a soothing blanket. Israa al-Miraaj was a journey that took place during the night, from Mecca to Jerusalem to the seventh heaven. Qiyam al-Layl is a night prayer, and is the optional prayer with the most rewards. Similarly, Laylat al-Qadr ("Night of Power") is a night during the last third of Ramadan in which, if one prays during this night, it is better than if they had prayed for 1000 months. In the Islamic calendar, sundown marks the beginning of a new day, and not sunrise. During Ramadan, no food or water can be consumed by daylight; eating and drinking is only allowed at night.
Hel from Norse Mythology. She just rules Helheim, which is where those who weren't cool enough for Valhalla but not sucky enough for Nifelheim go. She even offered to give Baldur back if everyone mourned for him.
Demons/daemons were not necessarily considered evil until around maybe as late as a thousand years ago. Before then, the general idea was that they were just fear-and-awe-inspiring beings of greater power than ordinary men could imagine, essentially somewhere between demi-gods and gods in power and often in the service of gods and other divine beings. Summoning a demon to perform a task was, at a basic level, no different than calling for a servant the king had given you authority over to ask them to do you a favor.