To reinforce what I'm saying, I'd like to bring up a couple different worlds from anime.
First off, Ghost in the Shell. Specifically, the Stand Alone Complex series. GitS, for those heathens who don't know, is set in a dystopic cyberpunk-type future, where cybernetics and even full body cyborgs have become more common. The movies and series follow the adventures of Section 9, an elite unit focused on anti-terror and anti-cybercrime tactics. While they may be the 'good guys', this isn't a good and evil kind of story. Most of the time, there's the moral ambiguity one expects in a dystopia. However, there are a few instances where you see some utter dark, like when CIA pukes come to try and manipulate Batou into killing one of their rogue operatives for them (said operative likes to cut the skin off people in a t-shirt pattern and film it from the victim's cybernetics), and they complain at the end (when Batou refuses to kill the man in cold blood) that they only bought enough tickets for the two agents. There's also some white light, such as the series finale, when the AI Tachikomas crash the satellite holding their AIs into a submarine in order to prevent a nuclear strike on the team's position, sacrificing themselves. These moments help crystalize the character of the team, which helps put the grey in relief.
In Cowboy Beebop, you have a team of bounty hunters flying through the solar system in search of enough work to keep their ships running. This series is about hunting criminals, yes, but the series sets the tone early by having the criminals be real people with real motivations, some of which are quite sympathetic. But there is plenty of light, such as the time when they left some alien food in the fridge too long and it started attacking people until one character dumped the fridge into vacuum and the dog... ate the rest.