The Butcher Boy, I think qualifies, the narrator changes part way through, the girl having hanged herself. I once sang it to an audience of Girl Guides, it produced a few shudders. Also any version of The Cruel Mother, although it is only the baby who ends up dead.
And the Border Ballad, Sheath and Knife would be interesting 'That the King's daughter goes wi' a bairn by her brother' will get 14 year olds going!

FC