I'm amazed no one has yet mentioned
Tsubasa Reservoir Chronicle.
It all starts as a merry-go-lucky Catch-The-McGuffin adventure across dimensions until the heroes land in the world of Tokyo Babylon and the series goes veeery topsy-turvy with the characters' motives and identities.
Quote:
Originally Posted by MeoTwister5
Bokurano
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The whole cast knows the world of shit in which they are by the end of the second or third chapter, so I wouldn't count that one in.