There are two ways to darken wood that has already been stained. The first method is to apply a glaze over the top of an existing finish. The second way is to rough up the polyurethane coating and apply a new stain.
To use the glaze method, buy a polyurethane stain. These stains are designed to go over old stains because they don't need to soak into the wood grain. With a polyurethane stain, simply brush it on over the top of an old stain. However, a more complete refinish requires that the old polyurethane be removed and a new stain be brushed on.
To start this process, sand down the wood to eliminate the glossy finish left from the previous stain. Once that is done, wipe down the wood with a damp cloth and let it dry. When it is dry, apply the stain with a soft brush.
Brush the stain on in the direction of the wood grain. Apply the stain lightly for the first couple of coats. If it is too light, apply another layer of stain until it is the correct shade. It is best to try out the stain on a sample piece of wood first to understand how many shades it will take to get the desired color. Let the sample dry before finishing the entire item to show the true color of the stain.