 If you liked
Boogiepop wa Warawanai
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 ...then you might like
Itou Junji: Collection
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Boogiepop Phantom is a loosly collected accumulation of episodic horror stories surrounding the titular Phantom, Boogiepop- an angel of death. Junji Ito Collection has multiple sets of stories centered around multiple monsters that are also episodic. The two are horror, have short lived characters, and have good atmospheric buildup. The nature of the horror with its twilight zone feel is also similar.