I would highly recommend the following graphic novels which are firmly set in the pulp and film noir traditions where every heart is in darkness and even in the brightest of days, it is 2 AM.
Brian Azzarello and Eduardo Risso have created a beautiful, dark and rich tapestry of a tale. Imagine you are approached by a man with a nondescript attache case containing a handgun, 100 bullets; and the identity of the person who has ruined your life and irrefutable evidence that this has indeed happened.
He informs you that the bullets are completely untraceable. Any police or other government agency that recovers these bullets as part of an investigation will immediately drop that investigation and ignore any transgressions related to it.
The question you must now ask yourself is do you use this information and weapon and what are the ramifications of whatever decision you make.
The Eisner winning series offers a grim and beautiful insight into the both the nature and cost of vengeance.
Point Blank & Sleeper
Ed Brubaker and Sean Phillips ask the question of what happens when an undercover agent inflitrates a terrorist organization to relay information back to your controller. But what happens when your controller, and the only person who knows that you are not a terrorist, happens to get shot and is in a coma? Do you risk being exposed as a good guy? Do you become a bad guy? Did you try to play both sides off each other hoping for a chance to get the hell out of this mess?
Or do you begin to question the very nature of good and evil and the consequences of your actions?
This is true noir where there are no happy endings.
Batman: The Long Halloween
Batman: Dark Victory
Catwoman: When In Rome
Jeph Loeb and Tim Sale have crafted the perfect Batman tale. Set early in Batman's career, the story revolves around the gradual transition of Batman's rogues' gallery from simple mob goons to full-fledged supervillains. A retelling of the origins of Batman, Two-Face and Robin, the comic was used as one of the inspirations for the film Batman Begins.
Just as a note of interest, Loeb is Co-Executive Producer of Heroes, a show drenched in Noir.
Frank Miller's tales of Basin City, known to the inhabitants as Sin City, presents one of the darkest corners of the comics world. Corrupt cops, gangsters, prostitutes, honest cops, serial killers, insane forces of good combined with innocents trying to survive in a world where not much is as it seems and most everything is for sale makes one terrific series.
You've seen the movie, now read the comics!