 If you liked
Serial Experiments Lain
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 ...then you might like
Koukaku Kidoutai: Stand Alone Complex 2nd GIG
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Both sci-fi animes have very deep stories and makes you think very hard to understand its development.
GITS SAC 2nd Gig has the perfect mix of action, drama and politics conspiracy, always exploring the thin border between cyberworld and reality. Lain is more focused on drama, but share the futuristic scenario. The character developments on the two series are awesome!