In X-Men, you can pinpoint the exact moment the world started taking comic book films seriously. Here's a hint: the story begins insidea concentration camp...
X-Men: First Class beats X2: X-Men United to the title of the most dramatic, heart-wrenching, and pessimistic in the series up to that point.
The Wolverine is more serious than the previous X-Men movies, presenting the story as a noir crime drama.
X-Men: Days of Future Past adapts one of the darkest X-Men storylines ever, and, while it has many humorous moments, the overall tone (especially that of the Bad Future scenes) is pretty bleak. The Future Sentinels count too, more than their typical adaptational portrayals, especially the in-story 1970's versions.
Deadpool (2016) earned its R rating, with gore, cursing, and nudity. Despite that, however, it is ultimately subverted, as the film is a wacky comedy unlike the rest of the franchise, which are more straight-forward action films that can be morose, even if they're rated PG-13.
Logan takes its R rating and plays it completely straight, managing to be the darkest of the entire series. It features much more brutal violence than previous X-Men and Wolverine films, a story that deals with many themes of mortality and Troubling Unchildlike Behavior from X-23, and a finale that results in many characters from the previous films being Killed Off for Real, including Logan himself.
Deadpool 2, despite being another wacky comedy, is this compared to the first movie. Deadpool is downright suicidal and has a literal death wish after Vanessa is killed. Her death heavily weighs on the film, and Cable has a rather dark tragic backstory where his wife and daughter were murdered by future Firefist, to the point that Cable wants to kill Firefist while he's still a teenager to prevent their deaths.
The New Mutants is the darkest film of the series, second only to Logan. Hell, it's darker than the original Demon Bear Saga itself due to Cecilia Reyes replacing Professor X.
Danny accidentally kills most of her people due to her powers being uncontrolled, causing a nightmarish "demon bear" that attacks them.
Illyana's backstory features her being used as a Sex Slave by Russian mobsters, subject matter that previous films had never touched, with her seeing terrible nightmares from that time.
Rahne suffered horrible abuse from a priest, which is also shown in her nightmares.
Roberto is shown accidentally burning his girlfriend alive (again with his uncontrolled power).
