I think Cruddy, by Lynda Barry, is definitely the darkest book I've read, although Gravity's Rainbow is also up there.
Cruddy is an illustrated novel - Lynda Barry is also a cartoonist - about a 16-year-old girl, Roberta, who tells the tale of her serial-killer father taking her on a crime rampage in super-poor parts of middle America. Roberta's voice is so raw and what she goes through is so horrific that if it weren't for a whole lot of humor the book would just be a sick horror movie. Instead it's really grim but you end up liking Roberta enough to keep reading. It's kind of like Texas Chainsaw Massacre meets Catcher in the Rye.
From a review on amazon.com:
"Barry came to fame as a cartoonist, and though the humor in her strip Ernie Pook's Comeek is dark, nothing in it could prepare her fans for the sheer horror of Cruddy. The novel is funny, sort of, as long as you think naming a knife Little Debbie is funny, or lines like "A man who has been dead for a week in a hot trailer looks more like a man than you would first expect." What's more, it's compulsively, almost harrowingly, readable, written with the kind of velocity that makes you keep turning pages even when you don't want to. Despite the hallucinogenic quality of the violence around her, Roberta is never anything less than real, and her story will strike chords in anyone whose childhood was marked by ugliness and fear. Cruddy may be a bad acid trip, but if you can stomach the ride, it's a very good book."
I loved it but it made it hard to read anything else for a while - everything else sounded way too bland and sentimental.