Anthony Burgess wrote a book called 1985, which is partly some (ok) commentary on 1984, and partly a dystopian story based on the political problems of the 1970s. It's aged pretty badly.
If we're talking comics, there's that very dark Star Wars story written some time in the 80s, which has a very downbeat ending, and the excellent comic The Black Monday Murders, which has a rather ambiguous, morally-compromised ending. I'm sure there are thousands, though, not even counting stories where the villain is the protagonist.