Tint commands in events can do exactly that. Make a command to tint the screen ~-20 for each colour (not strength, keep that 255), at about 30 frames, wait for completion. Then, do the same but with -40 for each colour. Continue until you get to complete black. When you want the screen back, make another command to tint the screen to -20, -20, -20, 255.
Alternitavely, use the Fadeout Screen and Fadein Screen commands.