Perfect Blue, Ergo Proxy Recommendations
First of all, PB and EP are deeply psychological animes. They're both about people, whose life was severely deranged by their own hasty decisions and then settled as a result of painful mental metamorphosis.
Main characters of both these animes try to find out their true identity: Vincent, having lost his memories, has lost his way in life either and tries to recollect them to regain his raison d'etre, whereas Mima's dreams and desires has gotten at odds with her current life situation and she suffers, because she can't figure out, whether the way she lives is right.
So both Vincent and Mima experience some kind of
''personality clash'', but in EP Vincent is sure his past was an attempt to deceive himself and is moving forward to get rid of any bonds with his fake life, while Mima is trying to convince herself, that being an actress is the thing she has always wanted and that everything changes only for the better.
Also, these animes are rather dark, especially PB. But no wonder they're dark: one is a postapocalyptic series, the other is a horror (more likely a thriller) movie. Their darkness is expressed in the anguish vibes, pictures of rotten world in EP and hapless personality deadlock in PB.
Given PB is a movie, you won't see such a characters' evolution in it as in EP, a full season series. But i don't think it's a drawback of PB, because it's not so much a story of seeking for true self, it's a story of dreams, getting more real than their owner.
Although PB lacks characters' evolution that's not to say there's no character development in it. In EP we can see characters changing, we can see them interacting and the reflection of their actions and thoughts onto reality, but you won't see, what the world is like in their view. PB is shown with the eyes of the main character, so you can feel the emotions Mima feels and understand them easily, without excessive analysis as in EP. Character development in PB is one of its strengths.
To conclude, these two titles are very different, albeit they are both animes about soul-searching, uncertainty and loss of mental guideline. So if you like psychological anime, that's definetely the thing you need.
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Again this will get you thinking. Personally I would recommend this over both ergo proxy and lain, but dont take that as you shouldnt watch those as well. If you have watched ergo proxy and lain you will like this too.