A great fantasy I just read it The Lies of Locke Lamora by Scott Lynch. It's a very good read, and the main characters are thieves. Some humor but also plenty of grim and violent happenings, and not everyone necessarily makes it out alive.
Also check out Scandinavian crime, like Steig Larsson, Jo Nesbo, Anrnaldur Indridasson. Plenty of dark, existentialist brooding there. What does it say about me that I enjoy the genre tremendously?