When it was released at the height of the Cold War, the Nuclear War card game was seen as an example of this.
Paranoia, particularly the Straight and Classic play styles (the Zap style is too busy committing more cartoonish violence). The game takes place in a post-apocalyptic Underground City run as a death trap by an insane Computernote Slander is treason! The Computer is your friend! Report to your nearest Termination Booth immediately! peddling Red Scare propaganda long after the end of the Cold War. The players are lowly Red-clearance Troubleshooters: they find trouble and shoot it. Every mission is destined for failure and will result in either a Blame Game or a Total Party Kill and players are encouraged to Back Stab each other. You're already doomed, so have fun!
The orcs and goblins in Warhammer Fantasy. These are creatures that live for killing things - goblins even commit suicide just to kill enemies. These are the most humorous in the setting. And da Orkz in its sci-fi counterpart Warhammer 40,000. These are creatures who can get anything to work by simply believing it will work, and with the Grots, the local flavour of the goblins, being the ultimate kind of Butt-Monkey to the Orks in the setting - and not caring. Where any other army is based on a major civilization or a well-known historical army, the Orks are based on British soccer hooligans, clearly cementing them as comic relief. The 40K setting is so dark, grim, and cynical that it is almost taken to levels of self-parody, something many fanfiction writers embrace to a strong degree, and even some official book series, such as Deff Skwadron and the Ciaphas Cain (HERO OF THE IMPERIUM!) series.
In Nomine has Kobal, Demon Prince of Dark Humor, and his servitors, who work to turn existence into black comedy.
Planescape, full stop. The dark humor in the setting is a huge deconstruction of the typical D&D heroic fantasy.
Rule of thumb in Cards Against Humanity: If you aren't putting together horrible jokes with your cards, you're doing it wrong. Possible question/answer combinations include "I got 99 problems, but being on fire ain't one" or "Why do I hurt all over? Scalping".
This is mostly the point of Fiasco, inspired as it is by The Coen Brothers. Everything up to the characters' inevitable deaths, arrests, and/or visits to a living hell is expected to be played for pitch-dark comedy.