 If you liked
Alien 9
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 ...then you might like
Mahou Shoujo Madoka★Magica
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Both seem to have a cutesy art and all, but in reality they are much darker and cruel. Things like underage girls communicating with alien life forms and getting strange powers as a result.
Girls forming a contract with another being in order to fight off foreign 'disturbances' (aliens or witches). Both start seemingly light-hearted but turn dark pretty quickly.
Take a handful of little girls and toss them into one horrible situation or another where they have to use powers that are not all sunshine and sparkles.
Both are deconstructions of the magical girl genre and very cerebral. They both also have pretty strong sci fi plots, although the Alien 9 story in the anime doesn't really finish the story started by the manga. Both have excellent animation and some really well designed monsters, which contrast well to the very moe girl characters. Both of them are pretty damn sad and have some super surreal animation sections. Also, both of them are great and I love them.
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Recommended by Chromephone
The art styles are extremely similar, both juxtapose their darker more horror-esque themes alongside cute/kawaii/moe type anime styles.
Both see a lovable cast thrust into a seemingly righteous role of protection that as we learn more about, has extremely sinister undertones.
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Recommended by JVskunkape
Alien 9, like PMMM, comes off as an innocent and fun show at first, but slowly devolves into a story about mere children facing the reality of what they've gotten into. Both are extremely interesting to watch despite being " Cute Little Girls in Tragic Situations " shows.
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Recommended by majokkodaisy
Both feature an innocent girl getting into a contract with a strange yet cute creature and are put into all sorts of horrific shit as time goes by in guise of its cute setting.
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Recommended by Disapeared_Ghost
Alien 9 made moe girls suffer a decade before Madoka, in similarily surreal and ansty ways. The girls in Alien 9 are younger, the setting is more school oriented, there is more (moe!) body horror, and they fight aliens rather than witches. The basic feeling of being overwhelmed by powers way above one's understanding and being played by others is identical in both. Alien 9 unfortunately has a read-the-manga ending.
They involve a group of 3 girls obtaining powers from space beings who use those powers to fight against supernatural enemies. They both start of fairly ordinary, but get increasingly emotional and intense towards the end.
Similar themes of the exploitation and sexual abuse(Though Madoka is more subtle about it) of children in an apathetic world. Alien 9 also explores the side that adults play into this, often showing them to be incompetent at best and/or apathetic or supportive towards the treatment the main characters go through in pursuit of their own goals at worst, it's pretty cynical towards adults in a way Madoka isn't