Well BREAKING bad for all its darkness has a lot of beauty and great humor along with this. As well as being, of course, one of the greatest series ever made.
My comfort comes in strange places too: sometimes it is dark television shows such as Breaking Bad, The Americans and Fargo. I find comfort in procedurals such as Law & Order (I think Sarah Silverman said it best when she said she falls asleep best to the 'dulcet sounds of softcore murder porn) but there are a few other procedurals.
Horror and apoclypse films and series rarely provide the comfort you seem to derive from them, though i admit Stephen King was and still is one of my favorite novelists. But I think the TV i turn to the most are period pieces for comfort more than anything else, whether they are fictional or docudramas. Deadwood is one of those series I liked watching late and night. Somehow watching Ian McShane say every possible variation of obscentities in a speech was somehow relaxing. I don't know why watching pigs devouring corpses brought me comfort, but maybe that was my jam. I also used to like watching OZ when it rerean on HBO. There was just something always comforting about the endless war between Schillinger and Beecher. I don't know why.