the main protagonists in both share the same name and the ability to see lines which once cut the whole object crumbles. they both have this dark feel to them and involve a series of murders. if you haven't watch neither i suggest you watch kara no kyoukai first as it is a vastly superior story with better developed characters, drama, and romance.
The two series' protagonists have identical personalities, physical abilities, special ability and similar appearance.
There're some slight differences:
1/ Difference in eyes colors while activating their abilities. Shiki's eyes glows blue, while Canaan's turn red.
2/ Shiki uses katana and knives, while Canaan uses mostly gun
3/ They wear different styles of clothing. Shiki wears a combine of traditional and western while Canaan wear modern style only.
Both series were performed by ufotable
Both were written by Kinoko Nasu and take place in very similar universe.
Their characters using mystical and magical powers.
Both animes have a romance between the two main characters (Shiki-Kokuto / Shirou-rin)
Both animes are very dark, violent and psychological.
Artwork in both anime have great resemblances, due to the fact that both stories are written by Type-Moon. These anime feature a world where magic exists, and can be used be a given few people. Furthermore, the female protagonists are sword/knife-wielding bad-ass without descending into the usual dere stereotypes.
(Of course I mean the whole KnK series, not just the final movie.) These titles are similar in many ways. First, they share a gloomy atmosphere, occult themes, rivers of blood & lots of other horrors. Second, both are truly stunning artworks featuring all modern achievements in the field of animation. Third, the plot: the two stories are equally unpredictable, with unexpected sharp turns and mind-blowing endings, and also connected by themes of love, sacrifice and redemption. And last — but definitely not least — the brilliant music by Yuki Kaiura.
In both, Another and Kara no Kyoukai (all 7 films), you get the same feeling, that creepy and scary feeling. Both are masterpieces in their genre (horror, supernatural, etc.) and they are worth your time to watch them. They also have gore parts in where you can see how the person is actually dying, or how their extremities are cut and stuff. As I just said, they're masterpieces that no one should miss.