Black★Rock Shooter (TV), Magia Record: Mahou Shoujo Madoka☆Magica Gaiden Recommendations
Both of these shows are about girls caught in some really bizzare situations with heavy things on the line. BRS is a little oddball in its presentation, and Madoka is a little passive in regard to what it's showing you, but I'm sure that both of these shows will tickle your fancy.
Both are magical girl series with a surreal atmosphere. BRS is lighter and cute, while Magia Record is more of a drama.