I haven't seen this mentioned so far, I believe.
The Night Angel trilogy by Brent Weeks. I'm still in the middle of the second book, so I'm not sure if it'll end as a heroic fantasy or not... but the first two books are definitely not heroic. Without going too much into details, most of the story is told from the perspective of the underworld characters: assassins, prostitutes, cutthroats, prisoners, etc.
http://www.goodreads.com/series/45765-night-angel