Glass no Hana to Kowasu Sekai

Both have magical girls who deal with tragedy. They face enemies but unsure exactly why. Starts out happy but deteriorates into misfortune. Not your average Magical Girl genre show. 

Both have magical girls who deal with tragedy. They face enemies but unsure exactly why. Starts out happy but deteriorates into misfortune. Not your average Magical Girl genre show. 

Garakowa and Shelter explore the idea of enclosed virtual worlds which provide sanctuary for mankind in a post-apocalyptic environment. Both works are high quality productions with a central focus on their musical scores. 

Also around the sort of artificial world setting and saving someone. 

The events of both anime happen in a futuristic, virtual world, and focus on female heroines who protect such worlds from harm. Both anime deal with similar themes, especially regarding humanity, and while they mostly have a light-hearted tone, both anime have some darker moments too. The atmosphere they create and the feelings they give off are quite similar too. 

To avoid any spoilers, I'll be making vague comparisons. The both have to do with the world and alternate versions. Extraterrestrial beings that aren't your common aliens are seen in both of these. Attachment to humanity, fixing worlds...  

Both anime focus on cute girls fighting monsters that threaten their world. They both use magical girl elements in a non-traditional way. Both anime have heartwarming slice of life scenes which contrast the darker and more psychological ones. The events of both anime also happen in mysterious worlds, and both have some dark plot twists. Also, both anime have a similar mood and surreal art. 

without being able to spoil it: the world is similar in some way the rest on the other hand is pretty different: ranging from characters, to story to structure. 

Both anime involve magical girls who go into different worlds and fight enemies. 

Both dwell on the questions of the relationship between the humankind and the Web/computers and raise the issue of whether it is possible to incorporate a human mind into a virtual reality. 

Both start with a "heavy" atmosphere. Both have lots of twists. Both get darker the more the anime goes. Both have unanswered questions. 

Both movies have a dark atmosphere. Both have dark twists every 5 minutes. Both movies take place in mysterious worlds. Both movies have at least 1 MC who knows everything about the mysterious worlds.