Gorey calls his work "literary nonsense," much like Lewis Carroll and Edward Lear. He is gothic, but quirky; whimsical, but unsettling. He pairs youthfully elegant drawings with bizarre and horrifying story lines: death of children, infestations of creepy critters, etc.
According to Gorey, he dabbles in the dismal because, "If you're doing nonsense it has to be rather awful, because there'd be no point. I'm trying to think if there's sunny nonsense. Sunny, funny nonsense for children — oh, how boring, boring, boring. As Schubert said, there is no happy music. And that's true, there really isn't. And there's probably no happy nonsense, either."
"The Gashlycrumb Tinies" is one of my favorites. It's so twistedly fabulous.
If this peaked your "perverted" interest, "The Object Lesson" is also delightful.