 If you liked
Wild Arms: Twilight Venom
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 ...then you might like
World Destruction: Sekai Bokumetsu no Rokunin
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Both are based of JRPG's, Both are set in a Desert or deconstructed world. They both have characters with mysterious past that are revealed as the series goes on. With each episode containing it's own small story, but with thing adding up to the whole picture.
Action, Adventure, definitely worth a check.