General:
* Darkness
* Depression
* Melancholy
* Dourness
* Dismalness
* Gloominess
* Bleakness
* Somberness
* Dejection
* Despondency
More specific:
* For a feeling: Despair, hopelessness, sadness, despondency
* For an atmosphere: Oppressive, suffocating, heavy, brooding, ominous, threatening
* For a place: Desolate, barren, stark, forbidding, dreary
The best synonym will depend on the specific context and the nuance you want to convey.