Fate/stay night Movie: Heaven's Feel - II. Lost Butterfly

Mystery surrounds a series of murders. A loving boy and a quiet girl whom he likes. Eerie atmosphere and great soundtrack. Both by ufotable and part of the Nasuverse. 

Both are alternate movie versions to TV series that are completely divorsed from the original plot, and instead focus on showing a darkest hour for the protagonist, who faces his greatest tragedy yet. 

Both movies have amazing action packed fights with amazing visuals to back it up. 

Both main female characters (Yuuko Amamiya and Sakura Matou) share similarities in their background, with each series exploring their complicated emotions regarding those events as well as how it affects both of their romances. Both girls also hold a grudge on individuals for their inaction to certain events (Yuu Himura and Rin Tohsaka respectively). Do keep in mind that neither of these entries are the first to watch in their series. 

Both based on Type-Moon works,made by same studio, have a similar dark atmosphere (and OST from Yuki Kajiura). Also Asagami Fujino is a proto-Sakura ;-) 

fate zero is a prequel to Fate/stay night, it flashes out some of the past events mentioned in heavens feel and also has a similarly darker tone.