Sountracks from Signs, Sleepy Hollow, Alien, Minority Report, Pirates of the Caribbean, Last of the Mohicans and Van Helsing get pretty heavy rotation in my game. Which, incidentally, is billed as a dark fantasy/horror fantasy type of game.
Midnight Syndicate has some good, if generic, bits out there.
If you can find it, Glenn Danzig's Black Aria is excellent. Not goth-rock, but extremely moody orchestral and choral music. Normally I can't stand Danzig's music, but this album is such a 180 from his normal work that it's worth a serious listen.