Uh, Madoka? Heck yes. I've re-watched it a few times now and i'm still obsessed with it. Just...don't even get me started. *u* I had no idea you were a fan, though. o/
Well i'm not sure if you've seen/read any of these, and they're not the classic 'solve a case' kind of mystery, but the story defintely gives off the mystery vibe, and the dark twists are unexpected and perfect: To Aru Majutsu No Index (anime), Pandora Hearts (manga is better), Kuroshitsuji (manga and anime are both good) and Tsubasa Reservoir Chronicles (100% manga). A more typical mystery based anime that i'm loving right now is Hyouka. Starts out slow, but keeps you interested.