I'm not sure if this is in the line of what you're looking for, but Mack & Mabel gets progressively darker during Act I; the scene where Mack tries to keep Mabel from going to Paris that culminates with William Desmond Taylor manipulating and pressuring Mabel into snorting "angel dust" is incredibly disturbing, especially since Mabel goes on to sing "Time Heals Everything," one of the most haunting show tunes, IMO. Another scene that takes place years later, with Mack visiting Mabel when she is already a cocaine and heroine addict is very dark and sad as well.
"Some people can thrive and bloom living life in a living room, that's perfect for some people of one hundred and five. But I at least gotta try, when I think of all the sights that I gotta see, all the places I gotta play, all the things that I gotta be at"