Perfect Blue, Higurashi no Naku Koro ni Recommendations
Both deal with characters who are paranoid and question reality. If you enjoyed one you'll likely enjoy the other as well.
This movie isn't as strong as Higurashi with the "Detective" part nor the plot twist but still it will make your brain feel like it was in a blender after you've watched it (hopefully, wont guarantee it though..). With it's physiological effect and mental instabilities you really feel like the character ARE suffering from the effects.
Similar eeriness and bloodiness. Oh, and mind fuck.
If you like Perfect Blue for its psychological horror that blurs the line between fantasy and reality, you are going to love Higurashi. Higurashi plays with your mind like cat and mouse, making you think and assume one thing only to be proven wrong by a twisted plot twist over and over again. This show is the definition of unpredictable. The first season is initially confusing, but trust me, everything ties together perfectly. Don't let your confusion drop this show for everything has a purpose.
Both are psychological horrors, and if you really like solving mysteries and figuring out what is going on to see the final reveal I definitely recommend it. Has a creepy vibe and an unsettling vibe once you finish the first arc. Please watch the first 13 episodes to see if the show is right for you.
Mental deterioration. The human psyche isn't the strongest thing in the world, it can be easily fooled or change abruptly consistently with ease. Sometimes, it can be so bad that it genuinely has a lasting impact on said individual. Higurashi and Perfect Blue are exemplary examples of such an idea.
With an honest realistic setting quickly going to hell, the story Perfect Blue finds itself with former pop idol Mima on her trip in her own broken mind perceiving what is and what isn't. Higurashi follows a very similar concept, although it is more of the loss of mind altogether, with kids going back to tribal
4. Older style horror types not like the newer ones
In both the main character(s) are slowly driven to dementia and paranoia, using a mainly first-person narrative which might deceive the viewer. If you're into being mind-blown, please consider watching both.