One of the things that made my Ravenloft campaign memorable were some little quirks and things that I put into it that weren't strictly speaking, straight out of the rules.
For instance, one of the characters was killed or almost killed and then brought back and they ended up slowly turning into a zombie lord-esque type of being - with dead, decaying skin. This was very disturbing, but led to some interesting role-playing.
Another character went slightly insane - this was 2nd edition, and he actually was a "Jester" out of the theive's handbook. Which made for an interesting contrast in Ravenloft.
Then there was the wizard, who at first level, had one of the most unusual life-paths I've ever seen for a wizard. First, he ended up in single combat against a second or third level fighter somehow (this was years ago, so it is a bit fuzzy). He was alone, there was no one else there to help him. He was using an ordinary dagger. The fighter was using a longsword. And he kicked the fighter's ass! I did not fudge it at all - we both rolled out in the open, and the fighter kept missing and the wizard kept getting natural 20s to hit with his dagger. Later, this same wizard went outside of the (creepy) town and decided to ignore a rather ominous looking "No Fishing" sign. Something you do in Ravenloft at your own peril... he eventually started transforming into a swamp/fish creature, with gills. He was a wizard and ended up using one of his spell slots to research "air breathing" because he no longer could breath air on his own, but he could breathe in water... Eventually everyone started calling the wizard "Aquaman" and that name stuck. So it was still a curse, but they managed to have a rather dark sense of humor about it.
So eventually, most of the group ended up cursed, insane, or otherwise transformed, and the funny thing was, this was not by design when I started the Ravenloft campaign (they were "pulled" into the realms at first level). It made for some interesting role-playing. It made for some rather dark, comic moments - like in one adventure where there is an NPC who is transforming into something horrible, and is afraid to show it to anyone because he'll be called a freak - and in enters the three PCs with varying degrees of transformation - as the NPC is lamenting his fate, the PCs throw off their hoods, showing a crazed jester, a decaying corpse visage, and a fish face, saying "you think YOU have problems? We gotta talk..."
I must say running that Ravenloft campaign was one of the more enjoyable campaigns I've run. But it all depends on the group and how you handle it. Don't lay it on too thick. Even in the darkest of lands, tension can be broken with a bit of macabre humor.