Yes, it does:

In several experiments, researchers found that light levels influence selfish behavior. People who were placed in a dimly lit room were significantly more likely to cheat than people placed in a well-lit room. Likewise, people who were asked to wear sunglasses were less generous in a sharing game than people who were asked to wear clear glasses. This pattern appears to be the result of an increased sense of anonymity in lower light levels, even though light levels did not confer any actual increase in anonymity.

Zhong, C. et al., “A Good Lamp is the Best Police: Darkness Increases Dishonesty and Self-Interested Behavior,” Psychological Science (forthcoming).