I thought originally many fairytails were to frighten not just small children, but the peasants into staying out of places like the King's Woods. There are more out there that didn't make the popular cut into sterilized nursery story type too.
Robin McKinley has written books based on various fairytails and some of their older versions. One that sticks in my mind the most is Deerskin. Deerskin: Robin McKinley: 9780441000692: Amazon.com: Books
It's a young adult one, but not overly bad, dramatic trauma stuff included.
Heinous, the really old folklore/fairy stories have quite a lot of corruption, sex, rape, nekked women, etc in them.