I'm just going to attack US cartoons for now.
The Maxx - Excellent comic/psychological cartoon series. Alan Moore (of Watchmen fame and many others) co-wrote the comic books, and the MTV series was an excellent frame-by-frame cartoon of the comic. It's kinda hard to describe without ruining parts of the series, but it's well worth watching. No DVD, but there are
torrents still floating around.
Frisky Dingo - Awesomely funny Adult Swim cartoon. You might have caught episodes here and there, but you really need to see it from beginning to end for both seasons. Basically, it's about a villain trying to end the planet in modern day US. The first episode is awesome "this is how a fucking villain is supposed to act" goodness.
Watership Down - Older cartoon, but one of the rare ones that dealt with adult themes, and still made it on theaters. Based on a book of the same name, it's about a den of rabbits searching for a new home. It starts out with a neat genesis fable of how the rabbits were created. The movie deals with a lot of scenes about death and survival in a brutal world where rabbits are prey for everything, and they must run and out-think their opponents to survive.
The Secret of NIMH - Though not as dark as Watership Down, this is in that similar vein as that movie, but with much better animation. Considered to be Don Bluth's masterpiece, this cartoon deals with a family of mice trying to move away from the demolition of their home, yet since one of the mice is really sick, they need a way to move their home itself without having them go outside. Heartwrenching with a wonderful story, it dives into a more adult storyline without being off-limits to kids.