Baccano!, Mawaru Penguindrum Recommendations
Both of these Anime have a non-linar storyline, an obsure mystery element and a supernatural side that one doesn't usually see in an anime series. (I'd go into more depth, but that would mean more spoilers.)
You´ll never know what´s going on until the very end
Both deliver high levels of suspense and entertainment.
Both revolve somewhat around train/subway travel
Both have multiple main characters who tell their own story from thie point of view.
Both involve coming back from the dead
Both are very theatrical and feature eccentric characters.