Katanagatari
http://www.anime-planet.com/anime/katanagatari
Usually when you watch an anime and it's a captivating one it tries to make sure to satisfy the watcher till the very end of it.
This anime is, as you would presume a great one, captivating until the very end but still, at the end it manages to forget all about your expectations and smashes you to pieces. At first you think it'll be alright, but fuckit, it doesn't get alright, it doesn't even get anywhere. It's a lot like the Game of Thrones in that perspective, except that GOT actually has hope, even after destroying so much of it.
If you want to watch an anime that is an anime this ridiculous then I very much say you watch it.
You can also imagine how furious it got me to actually get on the forum, log in then write this. I am annoyed.