Disease: You could add disease to the world. NPCs are dying, its the black plague all over again. The PCs may need to make special arrangements to avoid getting ill. They might have a difficult time telling who's a carrier and who isn't. Population areas that are free of disease won't have anything to do with strangers or afflicted villages. All strangers would be faced with an angry mob who's afraid they will bring illness upon their safe village. Disease could target certain age groups such as the children and elderly or everyone.
Demon and Devils: Time to collect souls, find lots of people that are suffering and looking for an easy way out. The only problem is that with demons and devils they will go from their current tortured life to one that is far worse.
Flooding: Floods with begin to fill in underground dungeons, rivers rise making farming impossible.
Meteorites: These come from the skies and bring ill omens to the superstitious or to those who correctly read the stars. They could be large enough to affect areas that stretch for miles.
Doomsayers: These individuals are trying to tell everyone what is happening, that the world is coming to an end and they develop cults eventually talking their followers into drinking poisoned drinks or other clever ways of killing one another off. Cults could take foolish people to their dungeons and enclave and torture them, sacrifice them or whatever else they find exciting.
Volcanoes: These can spew lava and it would become another Pompei. If your not sure what Pompei check the internet.
Earthquakes: These can destroy towns and villages or perhaps select buildings that have importance in your campaign.
Moon: The moon draws closer to the earth. This affects the tides and creates flooding, violent storms such as lightning storms, hurricanes or tornadoes. As the moon draws closer, it gets bigger, certain gasses in space may give in a different color, such as blood red. Such an omen would never fair well with those who study such events.
Deathly Fog: This could develop into areas and those who breath it in become ill or slowly turn into undead.
Religous Animal Signs: These could be animals that are only appear when there is great cruelty or death in the world. This could readily affect druids, rangers, barbarians.
Anyway, just a few ideas.
One thing you must do is establish the world as it is BEFORE this starts happening, and intersperse the campaign with reminders of what things used to be like. Otherwise they will not emotionally connect to the setting, and it will feel flat. Indeed, the bleakness will actively prevent them from investing in it. Give them backstories, memories of better times, suggestions of things that went wrong, legends and stories of the sunlit days, and a few obtuse prophecies that seem to speak of some kind of salvation from the current plight. Give them loved ones, places they care or cared about... Let them wander the blasted world for a while, then put them face to face with a geniunely beautiful, blooming flower, an enthusiastic young knight, a pair of lovers, or someone restoring a flood-damaged shrine because it used to be beautiful. Once the end comes, people will start to do all sorts of strange things, and what was once insanity no longer registers as such. Every survivor has a painful story they carry.
I too am working on a similar campaign accept in my scenario it's the naive 1ts level PC's that unintentionally release an imprisoned Lich that seek vengeance onto the world by casting into chaos and hordes or undead. It's up to the PC's to undo what they released, but of course they won't be able to do it till their around 15th level or so. In my vision the world slowly turns from normal to survival horror. Kind of a zombie apocalypse accept with all sorts of undead, famine and pestilence. Some good ideas there Eileen and Sissyl.
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I'm looking to do a "fantasy apocalypse" style campaign for my players. The general idea I have is that the Goddess of Death has been waging war on the world, and the good races know they are losing. Roughly 70% of the world is a blasted and desolate ruin, populated primarily by the undead (with a few pockets of humanity remaining here and there). The world itself looks like someone dialed down the saturation values on all color, and this bleakness even effects what little plant and animal life remains.
Check out the old wotc product elder evils. There is a part where epic evil is winning and light doesn't function the way it should. The world is darker, and light spells and sunlight have less effect.
The darkest thing to include... is probably people becoming fascist, racist, or otherwise extremely tribalist - blaming the crisis on everyone who falls outside of their arbitrarily defined group and committing their own atrocities against them, using very transparant (to an outsider) excuses. It can be extremely depressing and disheartening to see the supposed good guys become monsters in their own way, or at least afraid and stupid. That, if anything, would make the players feel like the world is doomed.
But, that might be *too* dark... If no hope remains, there's no point to the game, unless the point is to escape the planet.