The Malazan Book of the Fallen series by Steven Erikson has a very complex and often dark world. It delves deep into the nature of power, death, and the afterlife. With a large cast of characters and a world full of ancient secrets and power struggles, it can be considered as having a 'dirty' or complex fantasy world.
The First Law trilogy by Joe Abercrombie is also quite 'gritty'. It shows the dark side of war, politics, and human nature. There are morally grey characters and situations that make it a very intense and 'dirty' in the sense of not being a typical 'clean' fantasy.
One could consider 'A Song of Ice and Fire' by George R.R. Martin. It has a lot of dark and complex themes such as power struggles, betrayal, and moral ambiguity. The world he creates is full of harsh realities and not all is as it seems on the surface.