"With kindness comes naïveté. Courage becomes foolhardiness. And dedication has no reward. If you can't accept any of that, you are not fit to be a Magical Girl."
Freesia Yagyuu from Jubei-chan season 2. She doubles as a ninja.
Hotaru Tomoe (Sailor Saturn) from Sailor Moon is subverted. At first, the Outer Soldiers treat her as a Dark Magical Girl because they believe her awakening as Sailor Saturn would bring about The End of the World as We Know It. In the manga, it actually does, for once, but it turns out to be a good thing.
A closer example might actually be Uranus and Neptune. They're older and stronger than the other soldiers (except for Pluto) and have a very tenuous relation with them, often work against the inner Senshi for the same goal, and are much more cynical and much more prone to engage in questionable methods to bring them about. They have trouble understanding The Power Of Trust and The Power of Love, except toward each other.
Also, Chibiusa achieved Dark Magical Girl status temporarily in Sailor Moon R, as she is brainwashed by Wiseman, who corrupts her with dark magic, to believe that she is responsible for her grim future and that no one loves her. As a result, she becomes Black Lady, an older version of herself, with longer hair and a very revealing outfit, and becomes a servant of Wiseman. In the manga, she even brainwashes and seduces her father, though. in the anime, she actively hates both parents and tries to kill them (Usagi does have a vision of Black Lady and Tuxedo Kamen kissing, but it's a part of Wiseman's attempted brainwashing of her. Which doesn't work, by the way.
And that's not to mention Sailor Moon herself, when she goes into her Princess Serenity persona.
The manga version of Sailor Galaxia is what happens when a Dark Magical Girl grows up and comes into full power before meeting her good counterpart. As you can guess, her mental stateis not pretty.
Dark Nana(Jamanana) from Seven of Seven is another good example. She is Nana's dark side/true self, born from her despair over Yoichi and left unnoticed, jealous of all the fun the others had. She has proven to be much, much stronger than the other Nanas, able to hypnotize people easily, teleport, fly with ease, fire energy blasts, and basically be a badaxe. In the end, she just needed a hug.
Takako, aka Fenrir the Princess of Disaster, in Prétear, who is also the Big Bad. And Himeno's stepsister Mawata, while under her influence.
Mikoto Minagi from Mai-HiME is truly innocent, sweet, and loving toward everyone she knows — but becomes a holy terror in the defense/service of the brother whom she has been seeking through the entire series, and who turns out to be the biggest Big Bad in the entire show. True to the form of the trope, Mikoto's convinced to do a Heel Face Turn via The Power of Love from Mai, and then she frees her brother from his inner darkness by smashing his pendant with her sword.
Also from Mai-HiME is Nao Yuuki, who travels the path she took because her father was killed and her mother was seriously injured by robbers. Unlike Mikoto, she doesn't get converted over as easily. Making Nao even more tragic, she was beginning to really warm to the group before Natsuki was tricked into attacking her. It's hard not to feel sorry for her when she leaves, screaming revenge and clutching what's left of her right eye, once you realize it.
Nina (among others) from Mai-Otome. Tomoe is a notable aversion; she's simply pure evil.
Demashita! Powerpuff Girls Z has both Princess Morbucks and Sedusa, the evil super-powered alter-egos of more sympathetic, troubled girls, Himeko and Annie.
Retasu sort of starts out as a DMG — her fear of her own powers made her unusually strong, and she nearly defeated Ichigo and Minto after they discovered that she is a Mew Mew. Of course, she loses this coolness upon joining the team...
Suigintou of Rozen Maiden is developed into this role in the sequels.
Miyu of the Vampire Princess Miyu TV series starts out as largely this archetype — a reserved, lonely girl whose only companions are her Team Pet, Shiina, and her battle partner, Larva. However, she's a very atypical case, as she's the main character, and begins to grow out of it due to discovering friends, rather than being lured out of it by the magical girl. Her rival, Reiha, is a more straight example.
Rubi Toujou from Rosario+Vampire starts off as this archetype, but since she's in an Unwanted Harem show, her move to the side of good is a bit different. Later on, she's the one who saves Tsukune from himself.
Yuko Amasawa from Dennou Coil is a dark technological girl (though, with the way technology gets treated in the series, it could just as well be magic). Other than the fact that she is the closest thing the series has to a recurring Big Bad (she's more like a master-less Enigmatic Minion), she fits the trope to a T.
Saint Tail's mother in the manga Kaitou Saint Tail was a Dark Magical Girl named "Saint Lucifer" long before Meimi was born. Convinced to Heel Face Turn by Saint Tail's father, they settled down together. (In the anime, she was always good, though more morally grey than Meimi.)
Crona the Witch Sword User from Soul Eater. His/Her mother, Medusa the Witch, "trained" Crona by forcing Crona to beat his/her pet rabbit to death, and locked Crona in a closet until s/he agreed to do so. Then they ate the rabbit. S/he also has the Black Blood taint and the demonic sword, Ragnarok.
Naha Midori from Telepathy Shoujo Ran, who was Genre Savvy enough to do an immediate heel face turn. She then goes on to get practically adopted into Ran's Family, and spends the rest of the series living the good life. Ohara Momoko is a dark magical girl who grows up without going through the face turn, and is miserable because of it.
Izayoi Aki from Yu-Gi-Oh! 5D's when she first appeared, having been alienated from other people due to her fearsome Psychic Powers. When Yusei met her, she was quite unstable, having developed a destructive Split Personality (the Black Rose Witch) out of anger and guilt, and was hostile towards him for bearing the mark she believed was responsible for her suffering (actually the sign she was a chosen one). As with most examples of this trope, she joined the heroes after being defeated by the main character - in this case, it took two Duels and some help from her parents, who truly regretted neglecting her, for Yusei to get through to her. However, after the Dark Signers were defeated, she took the opportunity to live a normal life, without causing pain to others, something that she couldn't do before.
There's a possible secondary one: Carly Nagisa, during her stint as a Dark Signer.
Utau Hoshina from Shugo Chara! is an example played straight. Though whenever Ikuto stops by, she goes from a serious and brooding dark magical girl to lovelorn and cutesy. After both of her Charas leave her, she gets some Epiphany Therapy and turns to the side of good.
Yue Ayase is an interesting case who teeters back and forth on the edge of averting this trope for most of the series. Most of her "dark" traits are most apparent near the beginning of the series when her primary character attributes (apart from being Nodoka's best friend) involved being a slightly chillyBrilliant, but Lazyserial snarker. In fact, Yue barely averts what could have been a Start of Darkness when her feelings for Negi led to her thinking that she had betrayed Nodoka in a moment of weakness; rather than face her best friend, she chose to run away, and were it not for Nodoka's timely intervention, poor Yue could have sunken to the emotional depths required for DMGs. Regardless, she doesn't unlock her magical abilities until a fair way into the series: by that point, she's warmed up to the rest of the group, effectively ditching the most negative DMG traits she had around the same time she became a mage. At this point, it's hard to say for certain whether Yue is a recovering DMG or just an unusually cynical/snarky Magical Girl.
As the story progressed, we have the Rainyday twins. Zazie is a standard version, while "Poyo" has touches of Dark Action Girl.
Pretty brutal and tragic version: Rosine from Berserk. Schierke also counts, but she's somewhat luckier as she joins Guts's True Companions group.
The real Saji Genpou in Ikki TousenGreat Guardians.
Homura Akemi, the in-house poster girl for this trope, is a subversion. She was good all along, opposing Kyuubey (a.k.a. Incubator, arguably the Big Bad of the series) and doing everything for the sake of Madoka (who, in a played straight example of part of this trope, she is fairly unambiguously in love with). She did, however, invoke this trope for the sake of not getting too close to, and thus hurting, Madoka - that, and after failingso many times, she's quite the Broken Bird.
Prisma Ilya, the magical-girl spin off version of the horrifying and adorable Ilya, gains a rival and subsequent ally in Black Ilya, a dark-skinned duplicate of herself with more attitude and fewer morals. Oh, and any pain inflicted on one is also transferred to the other, making for some hilarious self-inflicted punishment.
Sigil from Hyper Speed Gran Doll is a textbook example. Even before getting converted to the good side by the heroine's friendship, she's a pretty honorable girl who's only on the villains' side because she's in love with the Big Bad. She also has quite a bit of Les Yay with the heroine and even Takes The Bullet for her.
Power Rangers usually prefers the Dark Action Girl route, but Marah & Kapri from Power Rangers Ninja Storm, Lothor's bumbling nieces, are more DMG-ish. They don't really want to be evil; they just want to be normal teenage girls, valued by their uncle ("By marriage", as Lothor points out.). He finally leaves them to be destroyed in the Grand Finale, but Cam, Lothor's biological nephew, reluctantly decides to save them "because they're family". In the Reunion Show, they pretended to rejoin Lothor, but actually worked behind the scenes to free Cam's father, Kanoi...who then went on to save Cam, Hunter, and Blake...who then went on to save the Dino ThunderPower Trio from being wiped out by Ninja Storm'sThree Amigos.
Averted and subverted in turns in the Fate/stay night visual novel. Rin initially seems a good candidate for the role: an orphan raised to obsess over her family's sorcerous legacy, who candidly admits (to the reader) that her entire school life is a crafted facade of vanity with little real emotional investment. However, she ends up becoming a more or less loyal and dependable ally of the protagonist, Shiro, in all major branches of the story. No, it's her separated-in-childhood sister Sakura (?), sweet, nurturing, and devotedly in love with Shiro (?), who in one scenario, becomes an unstoppably deadly force of darkness who supplants the would-be Big Bad that corrupted her. Remember, Beware the Nice Ones.
Marisa Kirisame tries to dress vaguely like a Cute Witch - especially the hat and broom for flying, does brews and potions like a witch, and definitely tries to invoke one the image (she does this because that what she think witches should dress and act like and, in Touhou, that can matter a lot). She was originally a servant of the "evil" spirit Mima but, as Defeat Means Friendship, she has been a long-running protagonist since. Despite living by herself in the Forest (of Magic), she's no antisocial wallflower and is probably one of the most outgoing characters in the series.
Alice Margatroid also shows some shades of this trope but she is more of a Marionette Master archetype and her darker tendencies tend to be exaggerated by the Fandom. Also, she's a youkai so that has to count for something. Depending on the level of Retcon (or if your name is Fuantei), she may also come with "parental issues."
Mokou is an odd example in that she has all the earmarks of a Dark Magician Girl but her image is overshadowed by her on-off rivalry with Kaguya and her interaction with Keine. And she wears suspenders and red poofy pants.
Megatokyo's Tohya Miho: we've seen her flip a van with one hand, jump three or four blocks whilst carrying Kimiko, and walk nonchalantly on telegraph wires, and the held-back tears give it away when Kimiko tells her that the lack of emotional connection to others necessarily means the lack of what it is to be alive.
In the Mechagical Girl Lisa ANT, the character Pink Flash is quite a subversion: she is a mercenary who willfully works for evil alien invaders (as opposed to Lisa, who works for other evil alien invaders because she's too gullible), but she is anything but dark.
Angel Moxie, itself a pastiche of Magical Girl and Anime tropes, had the character of Tristan fill in the role of the Dark Magical Girl. She even worked for the villain near the start, but she quickly changed sides after being betrayed.
While Homestuck doesn't really have a standard magical girl trope, Grimdark Rose certainly fits the Dark Magical Girl bill.
In To Prevent World Peace, the main character (a villain) takes down dark magical girls in order to make the nice ones stronger.
Web Original
For an extraordinary exploration of the Dark Magical Girl, check out Stefan Gagne's polymedia masterpiece ''Sailor Nothing'. Being a heroic example of this trope doesn't comfort her much, though.
Tami from the web novel Dimension Heroes is brainwashed into working for the evil Dark Lady Scortana, resulting in a radical change both in personality and wardrobe.
Sailor H of Magical Girl Hunters is more of a case of a sociopath Magical Girl (as many magical girls in the series are), but her origin involves a combination of a literally rabid Mentor Mascot and the rest of her team being slaughtered before her. The fact that her sailor outfit is made out of black vinyl and rubber and she wields a whip gives her an honorary status if nothing else.
Western Animation
WITCH features an interesting variation. The Dark Magical Girl Elyon Brown, alias Princess Elyon from Meridian, fights the heroines because she hates them personally due to a misunderstanding aided by some manipulation — but aside from that, she's a very sweet and naive person, so much so that the heroines have to pull punches against her...especially one of them, Cornelia Hale, who is Elyon's long-time friend. Good thing the misunderstandings are more or less cleared and they became friends again.
Charmcaster from Ben 10, the antithesis to Magical Girl Gwen. In the third series, Ben 10 Ultimate Alien, it turns out that her whole motive for being evil is to gain enough power to free her home dimension from a tyrannical being that killed her parents and left her lonely and bitter. She ends up gaining the typical Magical Girl-Dark Magical Girl bond with Gwen as well.