If you use Photoshop, and if you are downloading your assets, you can open the maps or tiles in there, and you can get a variety of ways to get that look. The quickest and easiest way would be to create a layer on top of the map layer, and fill the entire layer with black, then change the layer style and opacity around until you get a darkness you are comfortable with. Id suggest playing around with the layer styles "multiply" and "overlay", as multiply gives really good shading and darker tones, and overlay gives excellent glows for colors and such. Changing the layer opacity of your shadow layer to in between 30%-65% should give you a good range (and inside the range I generally work inside on my maps). Another cool thing you can do is find some neat brushes for PS, or create your own (if you know how to do that) and use a grungy or smoke brush to erase little sections of shadows created in the shadow layer I was talking about. Id definitely change the opacity of my brush down to around 20-40% when doing that, so you can slowly fade or transition your grungy effect into your shadows. Hopefully that all makes sense and helps.