I'm a big fan of Tokyo Ghoul (and sort of on a masochistic streak, it seems) and I feel like reading mangas with a similar feel to it. I want something that has layer upon layer of despair, a story in which the moment you think the main character's been f*cked up enough, there comes life/plot to prove you wrong. Something in which you see a perfectly normal, perhaps innocent character slowly but surely keel over to depravity, perhaps withouth them noticing before it's too late. I want to a manga that makes me emotionally invested in the characters only to see them lose hope, and lose hope myself.

Let me think of some examples..
Toukyou Kushu as I've mentioned before
Kimi no Knife - that sucker punch ending left me feeling empty for days
Übel Blatt - koinzell's life story, really, but also

that moment when I knew that Koinzell was going to swordfight Ikfes, and that he was going to lose

some of Aki (あき)'s works, like Elhanburg no Tenshi and Olimpos have a subtler, more subdued kind of that feeling

thanks ^^

Pluto is very much like this, even though it's a thriller. The ending is vaguely hopeful, though.

Jiraishin, but not where the main character is concerned. But this isn't a story that focuses on the MC, anyway; the characters who drive the plot are the people he meets, and most of them have very awful lives indeed.

Saikyou Densetsu Kurosawa -- A word of caution, though: Do not read the sequel. It ruins the awesome main story.

The Deep Love series, beginning with Deep Love - Ayu no Monogatari

Satougashi no Dangan wa Uchinukenai
Not Simple
Zankoku na Kami ga Shihaisuru
Dear Friends
17 Sai (KAMATA Youji)
Clover (Clamp)
Redrum 327
Hana to Uso to Makoto
GodChild

Kokou no Hito, had to go past the first volume to actually come to like this, but it stuck with me for a long time after finishing it.

Seconding Pluto, Satougashi no Dangan wa Uchinukenai, and Clover (Clamp).

Also...
Alive: Saishuu Shinkateki Shounen
Bokurano (and, to a lesser extent, its spiritual predecessor Narutaru)
Gunslinger Girl
Houseki no Kuni (more similar to Aki (あき)'s works than the others you mentioned)
Husk Eden
ib - instant bullet (note: the ending is premature and a bit abrupt, but I still enjoyed it)
Knife
Omae ga Sekai o Kowashitai nara (and other Fujiwara Kaoru works)
Ookami no Kuchi: Wolfsmund (but it's more titillating violence than actual character pieces)
Saishuu Heiki Kanojo (and most of Takahashi Shin's work, actually, though they're usually a hit or a miss; personally, Saikano was a miss for me, but I loved his Kimi no Kakera)
Tokyo Babylon (and, to a certain extent, its sequel X, though that one's impact depends on how much you buy into the premise.)

Most of my suggestions are works filled with despair but ending with a glimmer of hope, though, so take that as you will.

(I totally agree with you on that Kimi no Knife ending, though. That was brutal.)

Sayonara Zetsubou-Sensei Look someone had to make the joke so why not me?

We have a nihilism tag (which needs to be filled I just noticed) so have a look at entries as Berserk - The Dark Fantasy, Jisatsutou - a 21st century Lord of the Flies or Kenrou Densetsu - an Orwellian Nightmare.

Edit: Further suggestion from me will be found within the tag. Someone has to set these after all…

I also read EU/US comics and am a librarian.
Manga-Masters, My ANN-Lists + Imdb

Ikigami.
Himizu
Ningen Shikkaku
Marie no Kanaderu Ongaku
The Night When the Amaryllis Blooms
Hideout
Pupa
Coponicus no Kokyuu
Barbara
Akaneshinchi Hanaya Sange
Kirihito Sanka
Sekai Oni
Confidential Confessions
River's Edge

And for a good anime with this theme: Hotaru no Haka (Grave of the Fireflies)

Love story, killed Should do the work.

I haven't read anything half as depressing as the following :

Homunculus this is real depravity, you could almost say it's trash for being something so twisted.
Freesia
Kokou no Hito
Oyasumi Punpun

Banana Fish

The Warehouse