Hi Anon! I also unfortunately have this problem. Like Susan mentioned, my issue is genetic. Just about every woman in my family is unluckily blessed with dark circles and bags under the eyes.
Here are a few things that have been helpful for me:
1) A good moisturizing under-eye concealer - My fav products are Erase Paste from Benefit, Dior's Skinflash and the Sephora brand under-eye concealer
2) Under-eye cream - My fav is Teamine
3) Under-eye prep (before you put on your concealer) - My fav is Oh la la from Benefit, especially if you keep it in the fridge and put on when it's cold!