murder - starting with book 1, Harry's parents/professor Quirrell (which is also possession). Then there's the attempted murder of the Weasley's father by way of snake, the death of Bathilda Bagshot, everyone used to create a horcrux, Dumbledore's death (iffy on the murder aspect), Bertha Jorkins and the old man who was fed to Nagini at the beginning of book 4, Cedric, and the teacher who was fed - alive and screaming - to Nagini at the beginning of book 7 while she begged her friend to save her.
lies - of every kind in every book with every motivation from self-preservation to greed to nobility
treason - the overthrow of the government to replace it with Voldie
rape - as in the use of force or coercion to get sex - What do you think happened to Umbridge when she was carried off by the Centaurs and came back so shattered she wouldn't speak, yet screamed if someone made the sound of hoofbeats? it's implied various other places, but stated plainly in the story of Voldie's mother and how he was conceived
incest - the purebloods are inbred, to a degree most American's find unusual, but there are implications of true incest
drugging people to get them to marry/sleep with/obey you - Meriope Gaunt, the Weasleys' offer to supply their sister/Hermione with love potions, the love potion that was meant for Harry but Ron ate with the chocolates, the entire idea of the Imperious
bestiality - Abertforth and his goats
violence - very present in all 7 books
gore - Quirrell practically melted on the end of Harry's hands, and knowing this, Harry held onto him until he died. The scene with the unicorns is fairly graphic by some standards. It escalates as the books go on.
child abuse - Harry's entire life
and on and on and on. - there's racism, from the use of Mudblood as a slur to the inclusion of the new statuary in the Ministry building with Muggles being crushed as their "proper place". "non-humans" are treated with contempt (such as the Centaurs). there's slavery - Dobby and the elves (mounted heads and all) And there's genocide from Grindlewald on.
You might be interested to know that none of this is from repeated readings or dissection of the story. I've only actually read books 1-3 and halfway through 4 and 5. The rest is simply common knowledge (though I was curious enough to look a couple of these up to see if they actually were in the books).
There's been no "push" for darker stories. Stories have always had dark elements to them, starting with fairy and folk tales. They deal with death in horrible, horrible ways as morality tales.
The Little Mermaid dies.
Cinderella's stepsister chop their feet to bits so they'll fit the slipper, and then have their eyes pecked out by a flock of ravens.
Snow White's stepmother tried to crush her to death with a steel corset which grew smaller and smaller once one, plus two other attempts on her life.
If you never noticed or read dark stories as a child, then you were (extremely) sheltered.