Here are some suggested starting points that you can grow into games or fully fledged campaigns.
Even though the Darkness world has endless possibilities for game settings, there is no need to explore every corner or use every option to have an exciting game. In fact some regions simply will not work with some characters and storytelling styles.
Sixteen is an insane over-evolved demon possessed super-computer with a mothering complex. Calling her a computer is not correct, she is a type of super evolved human, evolved and programmed into a super-computer, as were all of the undercity over-computers. The Undercity of Sixteen is her domain as are the demongrounds around it. The demon that possessed her is by far the most powerful entity that has walked the planet since it's creator left it to fend for itself.
Within the Undercity are millions of people, some live in eternal torment at the whim of the over-computer, others live peaceful lives, oblivious to their eventual fates.
An individual could live their lives not knowing that there is an outside world with more to offer than a nine to five job. Till the day they spot something strange and unusual, not just the ghosts that glitch through the virtual offices but real tangible unusualness. The sort that chases you down a main street salivating, snarling, people fleeing for their lives. Then the next day it is as if nothing unusual has ever happened and you're the one the police are now staring at.
Things continue to be strange and get stranger. Ordinary things are finally seen for what they are. Others are in similar situations, they are being followed and asked questions, eventually the questions become accusations. Life becomes running and living hand to mouth. Then there is no choice but to escape. Will escape bring freedom or just deliver them to another hell from which they must escape.
Sixteen's domain ends on the fringes of her demonground but whilst within all things answer to her. Time, distance, physics are hers to pervert whilst within her domain. One could live their lives in an Ivy covered cottage under the bluest skies on the shores of the prettiest lake and then one day find a path that leads to another world. A world where humans are cattle and demons rule.
Sixteen enjoys tormenting the adventurous, it amuses her. Some believe that if one amuses her enough she will let them leave her city.
An inventor stumbles across something amazing, something that would make him rich beyond his wildest dreams. He does what every inventor would do to protect his ingenuity, he patents it then looks for buyers. Immediately he is bombarded with offers.
He takes a week to decide then calls the highest bidder, who wants nothing to to do with him. He calls through his short list and nothing. Then the phone rings, the government want to discuss his device.
The phone rings again its his colleague, the laboratory has been ransacked and burnt. A government agent arrives at the front door and will not arrange a postponement of his appointment. Shots are fired. The inventor manages to escape with a brief case and half of his notes.
Escaping across town in a taxi he notices that he's being followed, jumping from cab to cab till he reaches the outer rings of the city where tracking via the 'network' is not as easy. He arrives at the address of the 'low bidder'.
Three days later he is above ground in a world he thought never existed, a green lush world, a world he thought was still burning with the radiation left from a thousand years of war. He is being escorted on foot by men that speak of strangeness, wizards and secrecy. Heading for another Undercity one of many, he had thought his city was the only. A new city where he would not be known and he could continue his work until the 'city' realised what he was doing and he would have to run again.
The great Undercities maintain their equilibrium mainly by regulating resources carefully. The sealed nature of Undercities make absorbing and reusing pollutants viable. Eventually though things are lost to the outside. The only way that a system can exist infinitely is to be able to draw energy or matter from outside itself.
Energy is brought from the difference between two things. Heat is only energy when compared to something colder than it, if things are the same temperature there is no 'energy' to be exchanged. If an electrode is placed at ground level and another high in the air there will be a small 'potential difference', a voltage measured between them. Expanding on this theory if two objects were infinitely apart it could generate infinite energy.
Before the fall, man experimented along these lines. Placing one electrode in this world and another in the next, into the darkness... His experiments were successful and man created vast quantities of energy. And as is true for much of man's history he first used this new technology, this limitless free energy, for war and hate, but that is another story.
The Undercity Over-Computers continue to use this technology to allow for recycling short fall. The technology long ago advanced to allow production of matter from energy alone.
The Over-Computers guard this technology, destroying and mercilessly tracking all that stumble across the evidence. Using armies of replicants and anything else at their disposal. Man is still not ready to be trusted, the errors of their past still lurk in the darkness...
The Wizards Circle rule the southern continent. They protect the simple populace from the evils of Demons and Technology. The Circle accepts the lost and the hungry from the north so long as they are willing to give up their wicked technologies and settle into the simpler life style of the south. This is the way it has been for generations, knowledge of the undercities has been long forgotten by the peasants.
But the Circle is bureaucracy and hypocrisy. On the surface the Circle saves and protects, but above that helpful veneer are powerful wizards who only seek wealth and power. Very few know that it was the elves that turned the tide of the demon war, Circle propaganda states that it was the Circle's help that ended it. In fact it was Circle selfishness nearly cost the elves the war. Many of the elves do not even realise this, the Elven senate is in fact based on the Circle method of committee rule. Another version of events states that the demons were ordered to stop expanding by Sixteen.
Any that break Circle 'guidelines' are hunted down and executed or worse. Rogue Wizards will have their magic tortured from them, bottled and used to further the Circle cause. Technology users suffer the same fate. The mercy is that many of the Circle inquisitors are corrupt and Circle rank is not determined by magical ability so a suitable bribe or a strong arm might allow escape.