[Goty]

I strongly second underrated/not very well known series like Aoi Bungaku, Casshern Sins, Rainbow and Noein.

And a few ones no one've mentioned yet:

Fantastic Children - don't let the kiddyish art fool you. it's a beautiful and intense story of love and betrayal.
Hotarubi no Mori E - recent short movie based on a manga from the same author of Natsume Yuujinchou.
NANA - even though the anime verson didn't get to reach/explain a few key events, it's still heartbreaking.