Let's say the part of the progression in question is Cm, Am, Cm Am but before this there is a sequence of chords that are clearly in Aminor. This Cm chord sounds great and dark but it is not part of Aminor and it is not from Amajor either so where does it come from? Is there any key that has this progression?
No, there is not a key which has this progression. We all seem obsessed that every different chord sequence, etc., must have a theoretical explanation - it comes up weekly.
Theory is put into place by us, as a way to explain what is happening. Here, the usual theory is the use of borrowed chords, here from the parallel key.
In reality it's not much of an explanation, but it gets us by. After the seven chords which are most often used in a key - the diatonic ones - it appears that the next lot that get used are from the parallel key. That of the same name, but major or minor. Am comes from the key C major, so it sounds reasonable to use chords from its parallel C minor, exactly what is happening here. The same sort of sequence starts 'Light my Fire'.
Of course there can't be a single key with that progression because the A minor chord has the note E, whereas a C minor chord has an Eb. Note that the keys of A minor and C major are relative keys, i.e., they share the same notes. So moving from A minor to C minor is like moving from C major to C minor (the parallel key). This is something you see quite frequently. So the movement can be compared with the movement from major to minor (hence dark).