Welcome to NHK.I'm looking for some anime that get seriously confusing and depressing towards the end, like Evangelion. Please help me 
Welcome to the NHK, I dunno about confusing but I'd say it's a pretty depressing anime. Depressing in the sense that the main character lives a very pitiful life style.
NHK wasn't depressing because the main character lives a very pitiful life style... and if you found NHK depressing in that sense, you completely missed the point of the entire series. The main character in NHK CHOSE to live that life style and MADE DECISIONS to live that life style. Within the series alone he had multiple opportunities to exit his choices, he had multiple opportunities to better himself, and he chose not to.
TENGEN TOPPA GURREN LAGANN! (i cried) Cry
Besides it being one of the most straight forward series' ever created... it wasn't depressing, it was inspiring(which was the main theme of the series).
I'm looking for some anime that get seriously confusing and depressing towards the end, like Evangelion. Please help me Shocked
But the inherent problem is in the first post. Eva wasn't confusing... and the ed. wasn't depressing. The ED was supposed to be anything but depressing. LOLOL SHINJI FINALLY GROWS BALLS AND GROWS UP... YAY HAPPY. Sure the mankind dies minus two people, but Shinji grows up, and that's the entire point of the series.
But I will ignore the "like eva" part and suggest series.
Paranoia Agent- Despite most people disliking the series, it is a rather in depth look at Japan's mentality of rumors, events, what actually happens, and what people say happens. It's very misleading in that whose perspective you're really supposed to see this series in. I'll give you a hint though(not that this hint will spoil anything because it's really meaningless) it's not any of the main characters at all. The ED is depressing in the sense that, it's really a jab at humanity and how we really are, in a very realistic sense. It's not some over bearing generic message, but a proof of every day life that is witnessed.
Noein, although it was a series I love, doesn't really fit the "thought provoking/depressing". The series itself isn't thought provoking at all. It wasn't confusing, it was just told in a way where you had to wait for the next episode to understand what happened. There's a lot of quantum physics stuff mentioned, but it can realistically all be ignored and dumbed down into three simple phrases, of which I won't spoil. So I do suggest people watch it(if you can get pass the unique art style), but it doesn't fit the criteria really.
Boogiepop Phantom- Really, there's not much for me to say about this series. It's good, watch it.
Haibane Renmei- Another great series. This one actually isn't confusing, more than it is about self discovery. It's not open ended but allows the viewer to imagine a great deal of things for themselves. It's a series I usually suggest for people that want to get into a series that really makes them think and try to figure out what each message really means.
Perfect Blue- Which is considered a classic in hundreds of senses. You can easily look it up for yourself.
Chaos;Head- which is still airing. I don't know exactly which path it's following so I can't tell you exactly if it's depressing or not. But it is very confusing and thought provoking in a sense of trying to differentiate between reality and delusions.
I'm totally blanking right now, so I'll just leave it with those.