In Sims 2 I played a war/invasion story in Desiderata Valley that was pretty dark. Sims were driven out of their homes, died, got imprisoned, experimented on, even executed in some cases, switched loyalty, assumed false identities, had to flee, entered marriages just to turn the power balance around...
I was very invested in this story and literally cried when I finally achieved the Happy End.
In Sims 4 I had a werewolf preserve where they were treated as second rate citizens. There was no Happy End, because I lost interest in that save, but I reached an intermediate goal where at least my favorite families fled to Granite Falls.
My current Sims 4 save has widespread android slavery. Buying free as many androids as possible serves nicely to regulate the money flow in this save. Despite the theme actual gameplay is a series of small happy ends, so I guess this doesn't count. The darkest things that happened here were probably a criminal trying to poison the mayor, but his best friend ate the pufferfish instead (I rescurected the friend later) and the aliens being under the impression I need more babies and "helping" my sims with it.