The entire filmography of Satoshi Kon will likely be to your taste, with the possible exception of Tokyo Godfathers. Perfect Blue, Paprika, Paranoia Agent, etc. all fit right into that space. Also, you might enjoy Boogiepop Phantom. Personally, I didn't think it amounted to much, but it's in that vein plus some horror elements. Definitely a weird one, plus it has a cool industrial soundtrack that makes it worthwhile even in its less interesting moments.