 If you liked
Higurashi no Naku Koro ni
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 ...then you might like
Dennou Coil
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Both features a cast of similarly aged protags investigating and experiencing something mysterious that takes place in a smaller town like setting with many dramas in-between.
Both also starts out more like a slice of life before it slowly getting darker with a heavier psychological atmosphere that feels like it had a complex plot.
The main differences is that one is much more sci fi and has less in terms of violence. But still can be intense.