There is no single brand of perfume which is the definitive gothic scent. There are a few which include patchouli, clove or incense aromas which can make you think of funerals, but choosing which to wear, if any, is a very personal thing. However, there is at least one perfume that's black.
A quick Google suggests that Tom Ford's Black Orchid or Dior's Poison are big brand perfumes which may be considered dark or gothic. I don't normally wear perfumes, so the big brands always seem awfully expensive to me. I'll see if I can try them out in a department store sometime.
Celebrity perfumes tend to be cheaper, and in 2012 the singer (and now actress), Lady Gaga, released one of her own. Celebrity perfumes were nothing new; it seemed every other singer was doing the same. Katy Perry, Beyoncé and Kylie were a few I noticed, mostly for the pretty bottles. Lady Gaga's Fame Eau de Parfum stood out for two reasons: the outrageous marketing campaign, and the perfume's unique selling point: it was black!
In the lead-up to its release there were a number of claims as outlandish as the persona Lady Gaga was adopting at the time. Something about it smelling of blood and semen? Well, it ended up as a mixture of atropa belladonna, tiger orchid, incense, apricot, saffron and honey. I honestly don't have the olfactory talents to identify those ingredients myself, but I like the perfume, and it was very successful commercially. Is the scent gothic? I don't know about that, but it is a black liquid in the bottle, but turns clear on the skin when sprayed.
I think Lady Gaga Fame has been discontinued now, but it's still generally available because it was so mass-produced. I have a full 50ml bottle, and the remains of a 30ml bottle/200ml shower gel gift set. The shower gel is much more scarce now, but that is also black and definitely has the scent of the EDP. I'm using it very rarely, as I can't really afford to replace it once it's gone.