If you liked the Puppet Princess anime, the Anime-Planet community thinks you'd like:
In feudal Japan, evil spirits known as mononoke plague both households and the countryside, leaving a trail of fear in their wake. One mysterious person has the power to slay the mononoke where they stand; he is known only as the Medicine Seller, and he vanquishes the mononoke using the power of his Exorcism Sword. However, in order to draw his sword he must first understand the Form, Truth and Reason of the mononoke. Armed with a sharp wit and keen intellect, the Medicine Seller wanders from place to place, striking down the mononoke in his wake.
Both of these are bloody horrors with lots of twists and turns in the plot. In both of these animes the horror comes more from disturbing ideas and situations than the blood and violence (although there is plenty of blood too). They both have innovative art as well.