DISCLAIMER: The score of 6 that I assign to this short is NOT the same as I feel about the video games. This is merely how I felt the actual ONA should be rated. Please keep reading for more info on the video games!
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If you have heard of the games 9 Persons, 9 Hours, 9 Doors (999) or Zero Escape: Virtue's Last Reward (VPL) and are interested in learning more about it, spoiler free, I recommend watching this ONA.
If you are intrigued by the theme of a group of people being locked away and forced to play a deadly game, this is for you! You are forced to weigh your trust for the other characters because you initially know little about your "competitors." Both plots are centered around The Nonary Game, where the number 9 door holds your salvation to escape the facility. It has intelligent and intricate story telling that will keep you guessing and glued to the screen. It's very suspenseful and the pace between novel and puzzles gives it a good mix. The puzzles will make you think, as will the plot. There is a lot of layers to the games, especially VPL.
Both games, 999 being the first game and VPL being the second, are Visual Novel/Puzzle games. They are personally one of the best games I've played in last couple of years. 999 is on DS and VPL is on the 3DS and Vita. I have heard that there is a bug that can wipe your save data clean on the 3DS version of VPL, so if you have a Vita, I recommend buying it the Vita. (If not, please DO NOT let this discourage you. This is such a fantastic game, it would be a shame that people would miss out just because of that. As long as you don't save in the puzzle rooms, and only in the novel section, you should be fine.)
Both games have won awards, and they deserve it. A third installment is also in the making due to it's high reception and unanswered questions in the series. 999 was generally written more tightly, and I give it a 9... which is fitting! VPL has a lot going on, and is still excellent, but the characters weren't as good and [insert spoiler here] will leave you overwhelmed. I give the sequel an 8.
In short, this ONA doesn't even touch the tip of the ice burg. A lot of the deeper elements are integrated in psychology and quantum physics, but explains it in a way that a general audience can understand. I highly advise you play both if you are an manga/anime fan looking for an element of challenge and interaction with the characters. Pick these up as soon as you can, you won't regret it!