There are several terrific moments, throughout the Pirates of the Caribbean trilogy, where the protagonists and antagonists are confronted by their own hubris, terror or despair. Barbossa's death in the first movie. Jack Sparrow's death in the second. In the third, the final confrontation with Lord Becket. In that scene, Becket's hubris finally betrays him, and, in his moment of realization, he somnolently descends the stairs from the ship's bridge, Don Giovanni-style, into hell, both literal and figurative.
I admit I can be as low-brow, crass and ribald as the next D&D player, but when I comes to "adult" themes for Dungeons and Dragons, concepts like hubris, terror and despair are the ones I find most interesting to explore. Those are the ones that truly get emotions running high at the gaming table, and the ones that are talked about for days and months following.
Being unable to save a dying character or watching them get dragged down into hell. Having the chickens come home to roost on an earlier decision of the party. The 'long defeat' in Lord of the Rings. Disasters wrought as a result of the inaction of the party. I find those to be far more interesting than themes revolving around the libidinous or avaricious.
The problem is how to arrive at the confluence of circumstances necessary to achieve that, without railroading the players? Several months ago, while DMing a D&D session, the party was overwhelmed by some Yuan-ti. One of the characters was poisoned, and none of the others reached him before he succumbed. Not just the player, but the whole party went into a funk. Several sessions later, players were still talking about it, chiding themselves for not having prepared sufficiently, or having failed to act sooner: there were (at least not to my knowledge) no suggestions that I had constructed the death. To my credit, the players were previously warned about the poison, and several characters had made earlier saving throws.
I think hubris, terror and despair are the sorts of themes that players enjoy exploring as well. Particularly if they are coupled with themes of heroism and redemption. One of the features that I intend on adding to any megadungeon I create is a "Well Of Souls", a pit into the very depths of hell, teeming with horrors to cause even the bravest to faint, a location where the party must go, and -- at great personal risk to themselves -- recover a lost party-member.