 If you liked
Baccano!
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 ...then you might like
Toaru Majutsu no Index
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Both light novels have a huge (and I mean huuuuge) cast of characters that is full of unique entities. The novel is structured in a way that it tells about intertwined fates of those characters as interract between themselves, setting things in motion that tend to have a payout later in the story. Both also deal with the supernatural.