I've been going on about Paranoia Agent (or Mousou dairinin) for a little while here so I though I should just make a thread about it.
This series is by Satoshi Kon who also directed Perfect Blue, Toyko Godfathers and Millennium Actress.
This is a great series that centers around a character named Shonen bat (or lil' slugger for the dub watchers). The first four episodes individually tell the story of four of Shonen bats victums. Especially, one who made a famous character akin to Hello Kitty, and it just keeps getting stranger from there.
I can't go into to too much detail because it would give away some spoilers and this anime must been seen to be believed. .... the quote below is an excerpt from the Wikipedia article about it, originally posted by Rosicrucian here
(妄想代理人, Mōsō Dairinin?
) is a Japanese anime
television series created by director Satoshi Kon
and produced by Madhouse
about a social phenomenon in Musashino
caused by a juvenile serial assailant named Lil' Slugger
(Shōnen Bat, or Bat Boy in the original Japanese version). The plot relays between a large cast of people affected in some way by the phenomenon; usually Lil' Slugger's victims or the detectives assigned to apprehend him. As each character becomes the focus of the story, details are revealed about their secret lives and the truth about Lil' Slugger.
So if you like weird anime and enjoyed any of Satoshi Kons past works then check it out.