If youd like to see a more mature ATLA or LOK I think you will like the following Movies and TV Shows.
Wakfu:
http://www.youtube.com/watch?v=H2JrWJfdoqk
I was introduced to this series by a fellow Avatar Wikian who's name currently escapes me. Whoever you are, thank you.
What is Wakfu?
If I must describe it. Think of a bizarre Mash-up of Dragonball, Final Fantasy VII, World Of Warcraft, ATLA, and Shrek.
What could have been just a cheap cash in on a popular MMO is actually a really engaging really enjoyable kids adventure TV show. While still very childish and humorous in tone, it also has a lot of things in it that adults can also appreciate. While the majority of the main cast is pretty two-dimensional, they play off each other so well, and the viewer is so enthralled and engaged by the humor and their interactions you don't really care all that much.
Another similarity it bears with ATLA is making it's main villain compelling and sympathetic, while never condoning his actions. Nox is as much tragic as he is scummy. One second you want to give him a hug, the next you want to punch him in the face.
Parental warning however: Y'know how I mentioned, Shrek? How some of the humor in those movies can sometimes be a bit inappropriate for younger viewers? Double Entendres and in-jokes only adults would get are present throughout the entire TV show. Considering it was produced by a European animation company its not entirely suprising.
While it never got an english dub, there is a kickstarter to give it one. The entire series is free to watch on Crunchyroll.
http://www.kickstarter.com/projects/1836563008/wakfu-the-animated-series
Nadia: Secret Of The Blue Water:
An oldie but a goodie.
http://www.youtube.com/watch?v=TU3GlUZJSL0
Believe it or not, there was a time Hideaki Anno directed something other than Evangelion. Even more suprising, that it was a childrens Television show based on 20,000 Leagues Under The Sea. Brian and Mike cite it as a big inspiration on the tone of ATLA, and I can see why.
Most of what you liked about ATLA and LOK can be found here. It has high adventure and suspense, Steampunk Machines, intrigue and mystery, lots of comedic relief, a strong female lead, interesting characters who develop as the story progresses, its a really good series.
Yeah, just a parental warning. Despite it being mostly kid friendly. It also takes place in the late 1800's-early 1900's, and as such, some of the plot points do address social issues present in that era. Particularly the issue of racism, colonialism, and religious extremism. So be prepared.
MORIBITO:
One of my personal favorites. It's from the same studio who produced Ghost In The Shell. I was personally attracted to this show because its fantasy world is so similar to ATLA. It's based upon Medieval Japan, China, Vietnam, Has a spirit world filled with monsters and gods, and a very charming mother/son relationship between the two leads. If the characters used bending instead of spears and swords, this could've very well been an ATLA spinoff series.
http://www.youtube.com/watch?v=EdkW7nHD5wU
It was based upon a trilogy of Japanese childrens novels. So it is mostly kid-friendly.
But like Nadia, it does have some plot points that may fly over a younger viewers head (culture specific discussions) and some questionable content (some plot points feature both polygamy and human trafficking), but nothing is condoned or portrayed inappropriately. The action scenes are also well animated and usually bloodless (with one or two significant exceptions). But in this series the majority of the pain and violence is felt, not seen. Characters deal with the loss of loved ones, there is a lot of political intrigue, espionage, and spiritual themes. Characters risk their lives and reputations for the sake of either telling the truth or maintaining a deception. It's a really interesting fantasy series, that I really wish it was more popular than it is.
Samurai 7:
http://www.youtube.com/watch?v=G3NzclIz_fk
Much like LOK this is a steampunk techno-fantasy world. It blends European and Asian aesthetics together to give us a unique retelling of the greatest Samurai Film ever made.
However unlike ATLA and my previous examples, this isn't necessarily meant to have the viewer think about his place in the universe, teach a moral, or be a commentary on anything. It's pure PG-13 escapism, and thats completely okay. Not every fantasy Tv Show has to be deep, or have characters with dark tragic backstories. Sometimes just having a group of good guys fighting a group of cartoonishly evil bad guys is entertainment enough. If its done well, and Seven Samurai does its job admirably.
Metropolis (PG-13):
Not so much a Remake as a reimagining of Fritz Lang's classic Silent Sci-Fi Film.
Think the First season of Legend Of Korra, but in a Sci-Fi setting instead of a Techno-Fantasy setting. Instead of Benders and Non-Benders we have Robots and Humans fighting each other over economic displacement.
http://www.youtube.com/watch?v=jcnoq-1KVv4
The animation in this movie is disney-level good, the story has a lot going for it, and the world they build has a very interesting design. Think Snow White meets Blade Runner.
The only downside is the characters aren't that fleshed out, some plotpoints are brought up but never really fleshed out, and it raises a lot of questions but doesn't give many answers.
Wonderful Days:
http://www.youtube.com/watch?v=ujfi7AkCc_Q
From that name you'd expect this film to be a Miyazaki-like childrens film right? Wrong. The name for this film is irony incarnate.
It's about a colony of survivors in a post apocalyptic Korea, and the social strain between a priviliged elite and their oppressed underclass. It's also a love story, about two childhood friends finding themselves on the opposite side of a great divide, spiritual, political, social and emotional.
In this situation the remaining goverment wants humanity to survive an Earth turned into a living hell no matter the cost, even if a few have to suffer a loss of personal freedom and autonomy to do so. The resistance movement, however doesn't believe humankind deserves to survive if it means sacrificing personal freedom, so they resort to Anarchist methods in an attempt to bring down the Government. Think Last Of Us, only with Global Warming instead of Fungus-zombies.
It also has a ridiculous chase scene between a hang glider and a fighter jet that is equal parts, Epic, and unintentionally hilarious.