

Steins;Gate gets quite dark and serious, but it starts out pretty goofy, so if you’re trying to avoid comedy it would leave a pretty bad first impression. I don’t think I would recommend pushing yourself through the earlier parts to get to the later parts either, because you do need a certain attachment to the characters to appreciate the latter.
Vinland Saga, from what you’ve written, seems more up your alley. In a similar vein (bloody serious historical fiction) I also recommend Orb.
Other than that, Pluto and Monster, both thrillers based on manga by Urasawa Naoki, are very straight-laced.
I imagine it’s also because the werewolves in this version of the game appear to be demons (which actually makes a lot of sense), so it also depicts the two sides in the game.