Scary Dolls is one of those sites. For a quick intro to his style, try Smiley Fairy (created for the Ten Sec Film Fest). Lots to watch under "Cartoons", plus other features, like a gallery of, well, some rather scary ragdolls. The site is in both Russian and English. (The movies are mostly Russian only, but often subtitled where dialog is essential.)
FarUnder is another nice one. I would recommend Candy Venery and The Boatman's Call Remix.
Kollaps.ru is the site of artist Kol Belov. He's created an impressive number of Flash movies with a distinctive vision -- highly stylized, surreal, and quite grim.
That's it for the KOMS.ru crowd. Now some other stuff:
Childrin R Skary explores the premise that children are scary. Their main feature is the very Burton-esque The Little Girl Who Was Forgotten By Absolutely Everyone (Even The Postman).
Bitey Castle has some good animation, including Bingbong of Brackenwood, about a boy who doesn't heed the warnings about the Faery Folk, and Taken, about an alien invasion. The site has a nice flash interface, too.
Now some series:
Strindberg and Helium is a classic. The adventures of a melancholic writer and his hallucinatory demon friend.
Making Fiends is beautiful and brilliant. Vendetta, a dark, sadistic little girl who brews monsters at home and terrorizes her school, meets her match in the unrelenting friendliness and cheer of new girl Charlotte, who is determined to be her pal. Whimsical animation and great humor.
Finally, some single films:
The Cat With Hands is an incredibly creepy short film. A mix of live action and very well-done claymation.
The Periwig-Maker, on AtomFilms, has long been one of my favorite animated shorts. A wig-maker makes do during a London plague. (For the record, whoever described it as "medieval plague-infested London" is disgustingly ill-informed -- this is surely closer to the 17th or 18th century. Some people apparently use "medieval" as a synonym for "before electricity.") The claymation is simply gorgeous, and the story is sweet and, like everything else in today's post, quite eerie.