gallows humour 
noun [mass noun]
Grim and ironical humour in a desperate or hopeless situation.A grim sense of humour - gallows humour - marks journalists' description of their situation....
- A 5-0 defeat and ridiculously inept performance meant he was a dead man walking and the supporters - sensing it - had indulged in grim gallows humour throughout that match.
- It is dramatically quite daring and it has got plenty of colour and humour in it - gallows humour, if you like.