Can anyone recommend me some games that have a "Dark World" concept? Like Metroid Prime 2: Echoes? If you don't know what that is, then http://tvtropes.org/pmwiki/pmwiki.php/Main/DarkWorld I'd like games for Wii, GC, or Ps2 if any.
The Silent Hill series. The protag frequently gets 'shifted' over into a darker version of Silent Hill. Check it out or read the story at least if you're interested.
Natewlie said the Silent Hills series. This defines all Silent Hills games. I think the one you should try is [Wii]Silent Hill: Shattered Memories; it has a fantastic story line.
Almost all of them. They're horror games though, so they play pretty rough, but the story lines themselves are reason enough to slog through.
It is dark, but once it switches to the other world, it becomes night time. The walls and everything around turns to rust and ash and shit. Monsters are more twisted in the otherworld as well. The shift happens at certain parts of the game, unfortunately the player isn't in control of the switch. Totes forgot, but zelda: oracle of ages/seasons are good ones too. They're for the game boy colour though. Ages you can go to the past and present, while in seasons you can change the seasons! Great games and probably my favourite zelda games.