Are you expecting texture mods, or do you want texture mods?
Because I don't really use any so I of course wouldn't recommended any
(because I'm not familiar with them, not because they aren't good.
If you're speaking about setting, quests, ambiance, characters, etc. then here are a few examples:
Enhanced Daedric Invasion (Dagon's invasion is more hellish)
Vector (disease spread, become worse over time, etc. like in real life..... so you can start an epidemic if you want.)
Blood and Mud ( an overhaul on Bravil making it more dark and seedy.)
Quest mods by the modder Simyaz (they're usually pretty dark)
Windfall (An expansion type mod with a new land and 30+ quests. Some of the quests are pretty advlt and mature in nature.)
Integration (The main quest itself might look like a fluffy, happy-go-lucky, enriching experience, but.... There is a lot of grays, character development, back stories, and some of the quests can be pretty damn dark.)
Blackwood Company (join the Blackwood Company instead of the Fighter's Guild)
You can find some more dark quest mods on the http://knol.google.com/k/toql-the-oblivion-quest-list, though of course you'd probably want to steer away from the ones with "Knights", "legion", "paladin", etc. in their names for obvious reasons.
EDIT:
Duhhh, how could I forget such a popular mod:
http://www.gamesas.com/index.php?/topic/1069109-relz-oscuros-oblivion-overhaul-133/ (A major overhaul making the world a lot more deadly, adding some pseudo-quests related to factions from other provinces (Morrowind Slavers, Skyrim marauders, etc.), as well as some other things which might help to 'darken' the world.)