Mahou Shoujo Madoka★Magica, Glass no Hana to Kowasu Sekai Recommendations
Both have magical girls who deal with tragedy. They face enemies but unsure exactly why. Starts out happy but deteriorates into misfortune. Not your average Magical Girl genre show.
Cute girls in a surreal landscape fight strange abominations, while moe and light-hearted slice of life scenes contrast a dark, psychological drama complete with plot twists and a copious amount of mindfucks. These two are practically twins!
Both anime involve magical girls who travel into surreal worlds to fight off enemies. These anime are also darker and more dramatic than your average magical girl show.