Phinix turned me onto http://skyrim.nexusmods.com/mods/12454 Dark Dungeons for ENB by
mindfluxEven though it says for use with ENB you don't need ENB. I don't use ENB.
From its readme:
Certain dungeons and other interior locations in the game use daytime settings. This is not a huge problem with vanilla game, but it becomes painfully noticeable with ENB setups that rely heavily on ambient daytime lighting. This tweak will force most of those locations use night-time settings and make them dark again without getting rid of the interior fog.
But just be mindful this isn't perfect - lighting in Skyrim is borked (in my opinion) and it seems that a simple approach like Real Lights and LTBD or Cava Obscura is not as doable as it was for Oblivion.
With Skyrim we have image space manipulation and as such modders seem to jump all over that for tweaking things (or post precess injectors). This is different than those. It is not a game changing thing, but better.