Apparently so, according to a team of psychologists from the University of Toronto and The University of North Carolina at Chapel Hill. In one experiment, the researchers gave people 10 dollars and then asked them to take a test they would score themselves, keeping 50 cents for each correct answer. People in a dimly lit room cheated more —thereby keeping more unearned money—than those in a brightly lit room did.
In another experiment, the psychologists found that people wearing sunglasses behaved more selfishly than people wearing clear glasses when they were asked to divide up a sum of money, giving less to a stranger and keeping more for themselves. Interestingly, the researchers also found that the people wearing sunglasses felt more anonymous than those with clear glasses, even though they were obviously no more anonymous than the others.
As Chen-Bo Zhong of the University of Toronto’s Rotman School of Management sums up in a write-up of the studies:

Imagine that a person alone in a closed room is deciding whether to lie to a total stranger in an email. Clearly, whether the room is well-lit or not would not affect the person’s actual level of anonymity. Nevertheless, darkness may license unethical behavior in such situations.