P3 you shoot yourself in the head to summon a persona. I rest my case.

P5 generally has the darkest colors used to go with its theme of working in the shadows.

P3.

It's a battle between P3 and P5. I gotta say P3 though, kept the dark theme throughout the whole game.

P3, the game is constantly telling you "You will die." The messages are everywhere. It's dark, but kinda cool at the same time all the ways the game tries to beat that message into your brain. Memento mori...

P3 is without a doubt darkest.

P3 > P5 >>>>>>>> P4

I'm actually gonna say P5. The first 2 or so hours has a girl trying to kill herself because her PE teacher raped her. Hell, the first 10-20 minutes has the main character as a victim of police brutality. And the tone never really goes away.

P4 is slightly M-Rated Scooby-Doo.