 If you liked
Kyougoku Natsuhiko: Kousetsu Hyaku Monogatari
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 ...then you might like
Petshop of Horrors
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They both have a dark and slightly older animation styles and feature darkly demented plots and horror twists.
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Recommended by Genevieve11
Both series deal with supernatural based on myths and legends, both are for older audience as they deal with more complex themes like morality and are to some extent quite violent.
Petshop of horrors has little different art style, though it is similarly darker, stories are set in present day (or at least present day at time of creatiion of anime) while kousetsu hyaku monogatari is set in edo period.
Both are very dark horror anthologies with elements of Romance and sexy undertones, following a grounded protagonist (Cop and writer respectively) encountering a supernatural individual with mysterious origins (or group of thereof) and getting involved in numerous, often tragic, paranormal incidents based on mythology (Requiem is specifically Japanese, Petshop takes from all cultures around the world)
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Recommended by AzafuseKingTora