Some title i can suggest...
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Baccano -> you already watched this
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Jin Roh
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The film takes place in an alternate history in Japan during the 1950s where Germany has conquered Japan. Kazuki Fuse, a member of the Panzer Cops with the rank of Corporal, is sentenced for not following an order to kill a suicide bomber. Along the way, he meets Kei, a girl who initially claims to be the suicide bomber's sister and they develop a relationship. However, this relationship proves to be dangerous for the Kerberos Corps.
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Black Lagoon
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The story follows a team of pirates/mercenaries known as Lagoon Company, that smuggles goods in and around the seas of Southeast Asia in the early to mid 1990s.[4] Their base of operations is located in the fictional harbor city of Roanapur in southeast Thailand (somewhere in the Amphoe Mueang Trat district, likely on the mainland north/northeast of the Ko Chang island or on the island itself).
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Blood the Last Vampire
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The story is set in 1966. Its main protagonist is a girl named Saya, who hunts bat-like creatures called chiropterans. Saya is introduced on a subway train, where she assassinates a man in a suit. Her American contacts or handlers arrive. One of them, David, begins to brief Saya on another mission, while the other, Louis, discovers that the man Saya has just killed was probably not a chiropteran.
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Ga-Rei Zero
Ga-Rei Zero is a prequel of manga called Ga-Rei. It is about a spirit-elimination squad in Tokyo. While the protagonist is like an average protagonist (protag is a girl), the antagonist is regarded as one of the best antagonist in recent anime.
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Kara no Kyoukai -> You already watched this
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Ayakashi
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Mononoke
Ayakashi and Mononoke is a compilation of horror stories. While it doesnt have a protagonist like Hei, but story is quite dark and full of mystery. I feel that this doesnt fit 100% into your criteria, but you might wanna give these titles a try.
I'll add another if i remember...