So, let's be honest, Kingdom Hearts has plenty of dark moments. Some smaller, some HUGE. 

 

My personal one was in KHll, when Roxas finds out his entire time in Twilight Town was a lie. He honestly thought he had friends, but it turned out they weren't even real, just copies to make him occupied. Not to mention this is right around the time when he gained his memories back. Roxas wanted to be him, and only him. And the thought of when he had his memories erased, Roxas in Twilight Town had thought his friends were real, that all their experiences were real. But no, it was just an illusion controlled by DiZ, who thought of he as a nobody, an emotionless shell. Everything that boy had gone through was based on secrets and lies, and those days were lies too.

 

That's just mine though there are plenty more though.(Zexion's and Vexen's death, Terra's possession, the whole Ven-Van thing, ect)

 

Now what's yours?

I don't really have one but I thought Riku getting his dark powers was pretty dark.

Hearing Riku say: "Go play hero with this", toss you the toy sword, then seeing Donald and Goofy leave you.

Atlantica in KH2 was a pretty dark time for the series

Probably when sora fell into darkness (along with the crazy explanation of time travel) and was close to becoming xehanort in KH3D

Well the fact that Ventus, Terra, and Aqua each believed their sacrifices saved the other two was pretty depressing.

 

There's the whole creation of Vanitas and how Xehanort then proceeded to leave Ven to die on the island.  Ven's scream when he couldn't remember anything.

 

Riku Replica's scream before they alter his memories.  His heart being "smashed" by Namine undoing the memories.

Really everything about the Riku Replica.

 

Xion.

 

Goofy "died".

 

Eraqus was literally and figuratively stabbed in the back.

 

Aqua being strangled by Terranort.

 

"Hands off my new vessel."

Honestly, the entire concept of the Heartless to me is the darkest moment. These are creatures who are not only incapable of the concept of emotion, they try to destroy any and all inklings of emotion that they get their claws on. More than that, they find their prey in probably one of the most feel-inducing brands in the world: Disney movies. These are stories and characters that helped generations of people come to grips with feelings, from watching Bambi's mom get iced to watching Belle and the Beast dance to even as modern as watching Baymax be adorable. The Heartless would deny us those memories and emotions, and would try to replace our hearts with a void. Screw Xehanort's bogus maguffin blade: the Heartless are trying to take away the things that really matter to us as people. 

Holy crap, I actually reached my quota from this one thread due to the many amazing answers that the members have given, and there's a reason for that:

 

I can't decide what my darkest moment is. They're all dark. Although since I feel obliged to give an example, I'll say when Terra fought Master Eraqus to save Ventus and Eraqus being finished so heartlessly by Master Xehanort. Those scenes give me the feels every single time, especially since Terra's theme plays during the scene as well as the fight itself.

 

Peace!