Gritty fantasy can be thought of as the hardboiled detective story to gentle fantasy’s cozy mystery. It rejects romanticism, sweetness, light, and the triumph of goodness. It makes a fantasy world with not just dirty alleys but filthy alleys. The protagonists are shades of grey, not white hats and black hats, and maybe not notably nicer than their antagonists. Violence is brutal, and sometimes so is getting lunch.
One of the earliest gritty fantasies might be ERR Eddison’s trilogy, Mistress of Mistresses, The Mezentian Gate, and A Fish Dinner in Memison. More often, it is considered to have risen in the 1970s, partly out of the New Wave in scifi and fantasy. We have less than nice heroes in Moorcock’s Elric of Melnibone and Leiber’s Fafhrd and the Grey Mouser.
Then there’s the whole Game of Thrones/Song of Ice and Fire monster political thriller with fourteen POVs — but magic, too. This has often become the touchstone today of gritty fantasy
The Blue Star by Fletcher Pratt.
The Thieves’ World anthologies edited by Robert Aspirin and Lynn Abbey.
The Spirit Lens, by Carol Berg.
Flesh and Spirit and Breath and Bone by Carol Berg.
Lord Foul’s Bane by Steven R. Donaldson, usually classed as epic fantasy, but this series is very dark.
Assassin’s Apprentice, Royal Assassin, and Assassin’s Quest by Robin Hobb.
Metal Angel by Nancy Springer, which also qualifies as urban fantasy as does
American Gods by Neil Gaiman, or
The Borribles and The Borribles Go For Broke by Michael de Larrabeiti,.