Presently watching reactions to Game of Thrones episode Battle of the Bastards. I think you know what's coming.
I was also a big fan of PC puzzle adventure game Riven. The canonical villain death for that isn't even a death in theory: the dude gets himself trapped in a dark void. A book that looks like a world but just transports you to a black screen in the game itself. Nothingness. And he's there forever. That's pretty dark, literally and thematically, and I love it.
So, what's your favourite? Be as dark as you like, no judgment here. I'm pretty -blam!-ed up myself.
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I found the death of Roman Torchwick to be quite satisfying.