The New Order was pretty good. It was dark too but not so much that you needed therapy by the end of it. Return to Castle Wolfenstein was my favorite though but it's pretty dated now. The atmosphere was great in that one. Wolfenstein wasn't ground breaking or anything but it was a good story with great combat and was a lot of fun. I've played it through a few times.
Wolfenstein has always been kinda campy and fun. For the life of me I can't understand why they thought it was a good idea to turn the new games into the video game version of Hostel or Saw.