Youjo Senki, Texhnolyze, Harmony, Empire of Corpses,Ergo Proxy.
These are not very philosophical but has some of the best atmosphere and immersion I've ever witnessed: Shiki, Another, Higurashi No Naku Koro Ni (If I reveal what genre this anime is,that would be a major spoiler. Go blind and finish the first season. Don't look it up anywhere)

Also Try Cronenberg's Cosmopolis. It's my favorite of his movies.
Also try One Punch Man and Fate/Zero and Unlimited Blade works(Season 1 isn't very good but the rest makes up. Last bits are almost euphoric.)