intellectually challenging games/anime (story wise)

[Spektre41]

Serial Experiments Lain and Paranoia Agent. Half the fun is figuring out what the hell is going on.

 

[jonnosferatu]

Elfen Lied has a decent level of intellectual depth to it (anime).

Sorry for this, but it was nothing but a shoddy, ham-fisted retelling of Frankenstein with High School Harem tropes starring a bunch of naked teenage girls with superpowers. Far shallower and emotionally weaker than it's source material.

I see your point, but...

...ok, I can't actually say anything in response now that you've pointed out that's basically Frankenstein, but...uh...<.<

NOSFERATU AWAY!

*smoke bomb*

 

[Ryuk2]

Anime - Elfien Lied and Death note (they have been mentioned before, so you know it, they are good)
games - emm...... nothing.