Common grimdark themes include:

Massive, imperialist, overbearing, bureaucratic, dystopian dictatorships; e.g. Nazi Germany clones, USSR clones and anything communistic really, or straight out examples of "Big Brother is watching you".
Constant, never ever-ending warfare.
Horrifyingly large death tolls are perfectly normal.
Everyone is racist towards non-humans/elves/Mutants/fungus/lizards/robots/aliens/blacks/Jews/non-Jews/each other.
The vast majority are poor people who literally live in shit, dung, crime, and a plethora of all kinds of filthy diseases, except for a few greedy upper 1% who own 99.9% of everything. J
Want cancer treatment? Well you have to make drugs with old dropout student of yours in order to pay.
You, a poor bastard, are being farmed for shoots and giggles by said few greedy upper 1%.
There ain't any poverty in fact; the poor had been tortured to extinction aeons ago. As a result, you have to survive the sentient 4D concentration camp and hordes of African shadow zombies.
Chronic backstabbing. Just like in real life relationships.
Child Soldiers. .
Police brutality.
Spanish Inquisition clones.
Torture.
Surgery without Anaesthesia.
Zombie plagues.
Cybernetics and cyborgs; the less human, the better.
Sanity checks.
Criminally insane delusional psychotics tortured in filthy mental asylums (in case of no SAN checks).
Disgusting, horrifying, tentacled eldritch abominations (often the cause of aforementioned criminal insanity).
Rape. Just like in real life. (And often by said disgusting, horrifying, tentacled eldritch abominations)
Massive amounts of blood, gore, guts, pain and hatred.
Anti-intellectualism.
Nihilism.
Atheism bigotry.
Gothic/Emo aesthetics. The easiest way to do this is to have tons of decorative skulls.
There are no "good guys"; everyone's a jerk, including you. Especially you.
Everyone will most likely die in the end. Just like in real life. Especially the ones important to and including the main character.
Always polluted, never sunny. Just like in Tianjin, China.
No ice cream. Unless it's AIDS-flavoured.
*BLAM*.
Death or suicide will only make things much, much worse in Lovecraftian levels as a hive of disgusting, incomprehensibly evil supernatural daemons are waiting there to eternally torment your un-life and roast your soul alive day and night forever and ever, again and again and again and again, especially if you are intelligent.
Tremendous potential for offensive/dark comedy/lulz.
And if you ever, EVER try to change this shitty world or try to help one person just a little, you will be the first to be tortured by the Evil Supernatural Abominations' Latest Horror Devices.