If you liked
Higurashi no Naku Koro ni: Onikakushi-hen
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...then you might like
Pandora Hearts
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While they differ greatly in storyline they both have hidden much deeper meanings to their plot. Their stories mess with your head and answer some questions to their mysteries while at the same time adding even more mysteries along the way. They share similar themes and the most of the characters in both series have problems and/or psychological issues that they struggle with. They may come across as dark but they carry very meaningful messages hidden throughout their stories.