Mirai Nikki, Imawa no Kuni no Alice (OVA) Recommendations
Similar story : Survival Death Games Set In Parallel World
In Mirai Nikki, players in the survival game use "Future Diary" that can somewhat accurately predict the future to be the last player alive. The winner can make any wish to be granted.
In Alice in Borderlands, players pure using their strength & mind to survive in games. The winner get "Passport" for how long they alive.
Both are about people who get thrown into a survival game where they have to win to survive. They are also both very enjoyable and will leave you thinking hard after finishing either of them