Dark Souls. Holy Hell,
Dark Souls.
http://www.giantbomb.com/dark-souls/61-32697/concept-art/52-479540/painted_world_of_ariamis/51-1998479/
http://www.giantbomb.com/dark-souls/61-32697/concept-art/52-479540/gaping_dragon_concept_art_1/51-1974321/
http://www.giantbomb.com/dark-souls/61-32697/concept-art/52-479540/crystaldragon/51-1698630/
http://www.giantbomb.com/dark-souls/61-32697/concept-art/52-479540/locationart/51-1698633/
http://www.giantbomb.com/dark-souls/61-32697/concept-art/52-479540/crystal_undead_concept_art/51-1974318/
And
Demon's Souls. I don't these artists are behind the wicked designs over at FROM SOFTWARE, but they are [censored] geniuses.
http://www.giantbomb.com/demons-souls/61-24057/all-images/52-180180/demons_soul_conceptart_rzwha/51-1520588/
http://www.giantbomb.com/demons-souls/61-24057/all-images/52-180180/demon_s_souls_03/51-2006368/
http://www.giantbomb.com/demons-souls/61-24057/all-images/52-180180/demons_soul_conceptart_iudcl/51-1520584/
I'm also partial to Kazuma Kaneko of
Shin Megami Tensei fame. I like the way he depicts demons and mythological creatures.
http://img.neoseeker.com/v_concept_art.php?caid=8619
http://img.neoseeker.com/v_concept_art.php?caid=8615
http://img.neoseeker.com/v_concept_art.php?caid=8621
http://images.wikia.com/megamitensei/images/9/9d/KazumaKaneko-Helel.jpg
http://images.wikia.com/megamitensei/images/7/7c/KazumaKaneko-Beelzebub.jpg
http://i48.photobucket.com/albums/f244/Y05h1k3n/MegaTen%20Nocturne/Samael2.jpg
http://img.neoseeker.com/v_concept_art.php?caid=8656
The http://cache.gawkerassets.com/assets/images/9/2011/11/eb72f4c303342cc15398712658e92d99.jpg http://gamerfitnation.com/wp-content/uploads/2012/01/epic-mickey-concept-art.jpg for Epic Mickey was rather good too.
Indeed it was. Too bad it didn't even remotely reflect the final product. Word is all those macabre pictures that were leaked online and got everyone interested in the damn project in the first place were explicitly rejected for being too grim.