There's a ton of dark moments in PR which is what made me start watching Power Rangers again in the first place. It was the maturity of the show that brought me back in.
Time Force and Wild Force had some fantastic moments.
I have to say one of the darkest moments in PR, for me, is "The Master's Last Stand" of Wild Force. When Master Org tells the Red Ranger that he was the one who killed his parents. We see flash backs of the day in question of how Cole's parents died. We even see that Master Org was a good friend to Cole's parents and felt betrayed by them. So he took up the seed of master org to kill them.
After he explains this in great detail to Cole, he actually looks down to Cole and says:
"They begged for mercy... and I gave it to them!"
I was never so shocked at a Power Rangers episode before in my life. He just said "Your parents screamed in agony and I ended their suffering!"
One of the deepest and most emotional red ranger back stories in history.