Diablo 3 - so long as you can get it cheap, £50 is a rip off. Very very dark game, zombies, demons, gore, you name it.
S.T.A.L.K.E.R - how nobody has mentioned this yet is beyond me, fantastic game. Doesn't have any kind of level up system, but it has everything else.
Morrowind - Very outdated engine now, but with a mod can look very good, but is very hardware demanding. It rains a lot, has a lot of Wicca inspired events and characters, and the main story mostly revolves around a desolate, tribal 'ashland' which is just that, a desert type area made of volcanic ash and dying foliage.
Dragon Age Origins - fantastic game, has a lot of gritty events and actually manages to feel quite realistic and not over the top, which helped it.
Vampire Bloodlines: The Masquerade - obvious choice as well, you are a vampire, you go out at night in the streets of somewhere (I forgot
) and feed, kill rival vampires etc. has strong RPG elements.
Skyrim - can have all of this, as long as you choose the right mods, such as more and heavier rain etc. Otherwise it's just a PG13 version of Oblivion. You could always try vanilla as a vampire, as you'd obviously see small amounts of sunlight.