I have this problem. It can come from anemia, so you should get checked for that. It can be caused from rubbing the eyes, and is very common in people with allergies that cause eye itching. If you can find a cream with caffeine in it, that is supposed to fix it, but I have not found a cream with caffeine.
Taking 50 mg of Benadryl about a half hour before you go to sleep each night will help you rest and help with allergies.
I've found that vitamin c eye gel from the body shop does wonders for under eye circles. You can also do a treatment with black tea bags- brew two bags of tea, take the bags and put them in the refrigerator for an hour, then apply the cold tea bags to your eyes for about 20 minutes. It's a easy way to apply the caffeine that the other commenter mentioned above. Happy thoughts!