 If you liked
Boogiepop wa Warawanai
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 ...then you might like
Pale Cocoon
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While Pale Cocoon is one 30 minute OVA and BPP is a series, both share very much the same feeling of dark noir and mystery. In BPP, you get confronted by strange things happening such as phantom spiders that seem to feed on people's hearts - and in Pale Cocoon, no one really knows that the world is anymore, and therefore you get a similar sense of "ok, why are they doing that?" or "ok....and that happened...why?"
Both series are rewarding when you can figure them out and seem to make you want to keep watching them to see if calamity is eventually resolved.