Vampire Princess Miyu and Higurashi no Naku Koro ni are the only thing I can think of off the top of my head... I'll get back to you if I think of more though. Higurashi really varies though, it's like that at times though.
elfen lied.... one of the main characters is pretty merciless.
Gankutsuoh later on has a character that's what you're lookin for (once again not the main character though, sorry)