A couple of movies that blew me away are
The Fall and
The Brothers Bloom.
The Fall is about a movie stunt man recuperating from a failed stunt, and a little girl, who's also in the hospital while healing from a broken arm. She is ambulatory, he is bed ridden. He starts telling her a story, and pretty soon we begin to see the story as it grows in her mind. The movie shows us everything from the little girl's point of view while allowing us, with our adult perspective, to recognize the deeper things that are really going on. The story grows in meaning and depth, until we realize that the fantasy and the real world events are intertwined. The director traveled to the ends of the world to bring indelible images to the screen -- nothing here is done with CGI. It is the most beautiful, eye-catching movie I've seen in a very long time. Despite one of the main characters being a little girl, the story is for adults, and by the time the story ends you'll have examined themes of life and death. I might add that don't let the deep themes fool you, it is also a very entertaining movie, with an especially colorful story-within-a-story.
The
Brothers Bloom is a story about two con men who have grown rich at their game, but now one of them has grown tired of the games and wants to leave. So the other devises one last con, to fool a rich girl out of some money. All goes well, until one of them falls for her. Ah, but it turns out that this, too, was planned for. The movie is full of interesting, quirky characters, charmingly offbeat locations (Prague, Montenegro, New Jersey), and is told with a dark, dry wit. It's like a Wes Anderson movie, only deeper, and by the time the movie ends, you'll realize that it's been about love and loyalty all along.
For fans of dark humor, I can also recommend a few more choices:
In The Loop is a dark comedy about politics. It's based on the British series
The Thick Of It, and is told in a fast-paced faux documentary style, and you have to pay real close attention to figure out what's really going on. The premise is that politics is all about spin and PR, and the story takes place as the US and the UK are about to drift into a war. If the story resembles real life, I'm sure that it is on purpose. The characters are all scheming for political advantage while simultaneously preening for the press. (Careful, there's a lot of foul language, which I found funny, but is not for the faint of heart.) I liked this so much that I troubled myself to hunt up the British series, and watched it in complete fascination, not the least because of the artistic heights that the use of foul language reaches.
You Kill Me, starring Tea Leoni and Ben Kingsley, is a dryly funny movie about a Buffalo hitman who's sent by his family to the west coast to dry out. He takes up work in a morgue, and meets a beautiful but sharp tongued woman. IMO, the idea of making a living in Buffalo as a hitman, or going to the west coast to dry out and THEN getting a job in a morgue should give you an inkling of the type of movie this is. (If you don't see the inherent humor in this sort of incongruity, you might want to give this movie a miss. It's humor is very dry.)
If really dry and really dark comedies are what strikes your fancy, take a look at
A Film With Me In It. It's a black farce starring Dylan Moran (Black Books, Run Fat Boy Run, Shaun of the Dead) who's the best friend of a hapless actor played by Mark Doherty (no, I don't know what else he's been in, either) who cannot get a job. The film has only six major characters, who enter and and then accidentally die with alarming frequency. I know that doesn't sound funny, but yet it is. I don't like farces, or comedies that are this black, but this movie held my attention at the sheer nerve of creating a story this bleak, while so deeply funny. (Er, I caught this on pay-per-view, and I see it's not out yet on DVD. I see no ETA for it, either. Sorry to get your hopes up.)