Karl Edward Wagner's Kane series. Kane himself is often quite a dark character, given to maleficent sorcery; he can also be rather a terror at times. Also his Howardian pastiches, such as Legion from the Shadows (dealing with Bran Mak Morn, and a direct sequel to "Worms of the Earth") and Conan: The Road of Kings, (which uses a lot of the more horrific elements from, e.g., "Beyond the Black River") both tend to have a larger horror/weird element than is usual.
While not quite fitting the description above, you might look into Storm Constantine's Wraethu books as well.