 If you liked
Gosick
|
 ...then you might like
Koukyuu no Karasu
|
Despite having completely different settings (1920s European setting in Gosick vs. Ancient China in Koukyuu no Karasu), they are both series centered around a mysterious female lead with an interesting backstory. Shouxue and Victorique's personalities and experiences have some similarities. Both series also have side stories that gradually lead into the main plot with a strong bond that forms between the female and male mcs.
If you enjoyed Koukyuu no Karasu and would like something similar but with a Western setting, I'd recommend giving Gosick a try!