Dark Wave, also written as one word, is a term coined in the mid-'80s (probably by EFA Distribution) to describe the dark and melancholy side of New Wave and Post-Punk music. It was first applied to guitar-oriented bands such as Cyan Revue, Leningrad Sandwich, Joy Division, Fields of the Nephilim, The Mission.
In the early 1990s, a wave of German bands came to typify the sound, in particular Deine Lakaien, Girls Under Glass and Das Ich. These were followed by a a group of artists around the Projekt and Tess Records labels in the US who developed a more ethereal sound, including This Ascension, Faith And The Muse, black tape for a blue girl and Lycia (both labels also released material by Attrition and Clan of Xymox, respectively).
Styles that have often been associated with the term include Gothic Rock, Cold Wave, Synth-Wave, Neofolk, Ethereal and Neoclassical (cf. 'Heavenly Voices').