8 Heads in a Duffle Bag : http://www.imdb.com/board/10118541/?ref_=nv_sr_1

A Simple Plan, Dirty Pretty Things, Blood Simple.

Let's Kill Ward's Wife
(2014) [
http://www.imdb.com/board/12980708/
].

If we could see ourselves as others see us, we would vanish on the spot. - E.M. Cioran

The darkest comedy i have ever seen would have to be Happiness, came out the same year as Very Bad Things, and is even better. Completely different story and quite disturbing, again in a completely different way. You have to see it to believe it.

"To Die For". Is anther good example. It stars Nicole Kidman, Matt Dillion,,Joaquin Phoenix, and a lot more familiar faces. I like this one as much as Very Bad Things.. I fact if I wanted to watch a dark comedy marathon both of these titles would be at the top of my list I would also have to include Fargo the movie and Drop Dead Gorgeous.

Stag1997

Try Death at a Funeral from 2007. Has a similar vibe.
The Hangover sucks btw.

"Very Bad Things" was a ripoff of the 1997 movie "Stag". And "The Hangover" was superior to both of those movies.

Shallow Grave

There's the British comedy "Keeping Mum" starring Maggie Smith as a homicidal housekeeper who is employed by a Vicar and his wife, both played by Rowan Atkinson and Kristin Scott Thomas. It's not as warped or dark as VBT but It's reasonably amusing although It's ending didn't make a whole lot of sense to me. Also check out the underrated "Wilt", another British comedy from 1989. Again not as dark as VBT but still a funny and clever black comedy. It stars the late Mel Smith and former comedy double act partner Griff Rhys Jones. It's about a College lecturer named Henry Wilt (Jones) who fantasises about murdering his obnoxious, domineering wife. Eventually when she seemingly disappears he becomes the main suspect for her murder and is hounded by over-zealously ambitious and incompetent Police Inspector (Smith).

I'm surprised no one mentioned 'The Cable Guy'.

So many good answers to your question and a few poor ones.

Pain & Gain

Agreed on "Thursday", great movie but pretty hard to come by.
"Curdled" (http://www.imdb.com/board/10115994/) is definately a must see if you liked this movie.
"American psycho" wasn't mensioned yet I believe.
I'm no fan of Christian Slater myself but I loved "True romance" and "Dolan's Caddilac" wasn't a waste of time either.

There was a little movie that came out in 1972 called Deliverance, that I think Very Bad Thigs borrowed a whole lot from.
Watch and you'll see.

I remember liking Natural Born Killers when I saw it, many many years ago. But I don't remember if it was actually funny or if I just have a strange sense of humor.

Some excellent suggestions already.
I second Jawbreaker, Heathers, True Romance, and Clay Pidgeons,
Check out Go, not as dark but still excellent.
for dark comedy, How to kill your Neighbors Dog, There is Something About Mary, Bad Santa, Spirit,
for film noir, Brick is maybe the best modern example.
'John Wayne was a beep - Cameron Bright "Running Scared"

I'm surprised no one brought up
True Romance
.

My life is a plot hole.

BEFORE THE DEVIL KNOWS YOURE DEAD!

I'm surprised no one mentioned "Eating Raoul"

The Last Supper (1995)
I saw Inception or at least I dreamt I did.

How has nobody mentioned Heathers?! Slater plays pretty much the same character in that movie. And yes, The Hangover is pretty much Very Bad Things lightKinda Bad Things rather.
"some movie quote"

A Simple Plan Very similar to this and never gets mentioned. I actually enjoyed ASP more than VBT, but both are the same with the bad situations snowballing into worse ones.

I'm going to go with Timecrimes. The lengths you can find yourself going to when stuck in a very unfortunate situation just to have a happy ending.

I don't patronize bunny rabbits.