Phantom: Requiem for the Phantom, Zankyou no Terror Recommendations
Both animes have a similar dark, gritty atmosphere. The main characters have exceptional capabilities and fight to break out of the cycle of despair the world has forced them into.
They have a very similar start in the sense that someone who led a normal life is giving the option to either die or join up with them.
they have a different story though
In both series, the main characters are forced into a life of despair. Phantom is a bit darker, which is definitely an Urobuchi trademark. The music in Phantom is also comparable to Kanno Yoko's wonderful work in Zankyou no Terror.