 If you liked
Kyougoku Natsuhiko: Kousetsu Hyaku Monogatari
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 ...then you might like
Kikoushi Enma
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Both are revolving around a young person obsessed with the gathering of horror stories. Later the main characters meet a group for extermination of the evil forces, which are lying in the bottom of the case. The only difference is that Hundred Stories is during the Edo period, while Kikoushi Enma happens in modern days Japan.
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Recommended by mantzikert
Both are fairly disturbing and graphic horror anime around a diverse team of supernatural detectives investigating mysterious murders and exorcising demons to solve them.
Both anime start out episodic and switch to the background story of the investigators in the 2nd half. In both, demons are sort of materialized negative aspects of the human subconsciousness and dark emotions. The main difference is the time period, in Enema it's contemporary and Kyougoku Edo era Japan.