 If you liked
Code Geass: Hangyaku no Lelouch
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 ...then you might like
Mirai Nikki (TV)
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Both Season 1/2. Regards to loss of memory/regain/change what's out there!! You will not be disappointed, that much I can assure you.
Code Geass isn't a psychological thriller but it is similar to Mirai Nikki in terms of cliffhangers and plot twists. Code Geass and Mirai Nikki both focus on how certain characters use their special abilities (Geass and the Future Diary) in order to achieve their goal. Code Geass is more upbeat and grand while Mirai Nikki is much more gloomy and melodramatic.
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Recommended by Hydreigon28
Both quite dark at times, both action packed, both have engaging lead characters who are very bright but come across as wimpy occasionally. Both make you think as you watch, and are suspenseful and engaging.
When i first saw Code Geass and Death Note i saw a lot of similiraties... with Mirai Nikki it happened too... in this 3 animes there's a theme which is seen in this 3 animes: a new world creation... and yes in this 3 animes all principal characters have a "power" whch make them god alike.
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Recommended by Deathrainer
Both focus around alternate reality and both have a strong sense of moments of suspense in it too and of course lots of vengefullness included.
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Recommended by Disapeared_Ghost
A twisted world. Code Geass and Future Diary follow schoolkids who end up getting into affairs with a deadly situation determining life or death.
Code Geass follows intellect Lelouch on his mission to take down Britannia along with C.C. who bestows Geass on him. However, Future Diary follows loner Yukiteru caught up in a battle royale with Yuno aiding him due to her deep love for him.
Both are great action anime with Code Geass featuring military and mecha, and Future Diary being a thriller.
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Recommended by NextUniverse