Many Victorian poets, like the Renaissance poets they admired, used classical imagery to inspire them or to reference in their poetry. In ”My Last Duchess” the sculpture referenced at the end is Neptune, a powerful god of the sea who is taming a wild sea horse. The theme of the sculpture is power and control, something we realise the duke desires.
Many of his poems deal with the combination of romance and death or violence. This macabre (to do with death) sentiment was very popular with the Victorian audience who were interested in death and the supernatural. However it also reflects a prudishness that emerged during the period where restraint rather than expression in terms of sexuality and emotion was practiced.
As the Victorian era progressed, they became more and more interested in the mind and how it worked concluding the century with Freud‘s psychoanalysis. Like Browning, Freud was fascinated by sexual perversion such as the lover’s sadism. Remember though that Browning pre-dates Freud, however as long as you make it very clear that you know this, the reception of the poems by modern readers is perfectly acceptable.