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Paranoia Agent like Guardian Enzo said, Higurashi no naku koro ni ( bloody, paranoid and mystery, although you won't be able to guess what is it that is happening ) Angel's beats ( it doesn't hold a dark atmosphere though, you could give it a try, just 13 episodes ) Kara no kyoukai (although, it doesn't involve so much of pure psycolo, the movies are made in a way that will reward you greatly I assure you)
The ones that will make you think, Paranoia agent and Higurashi, this 2 should be of your interest.
For philosophical warfare watch Evangelion, the series and not the movies.
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