 If you liked
Elfen Lied
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 ...then you might like
Kara no Kyoukai Movie 3: Tsuukaku Zanryuu
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Both includes similar characters. In Kara no Kyoukai movie we can also meet girl killing people with invisible weapons or something. They haircolor is also similar.
Both anime start with what seems to be a chick going crazy and killing people with what seems to be telekinetic abilities. From there the story progresses into the personal struggles and issues with these girls, whilst also investigating what happened to them in the past. If you like one for its investigative story and excessive level or gore and nudity you’ll be sure to like the other.
Both are very dark and brutal. Furthermore Lucy and Asagami Fujino are relatively similar characters in many ways. There are even similarities in the plot, regarding that revenge plays an important role in both.
This recommendation applies fully in both directions, though Garden of Sinners should of course not be started here but at the beginning.