Quote from Brynn;1172708:
I'm ok with gore as well.
I've got a lot of good horror and gore anime if you're interested. Mostly OVAs and movies.
Demon City Shinjuku
Shin Megami Tensei Tokyo Revelation
Violence Jack (I haven't watched Violence Jack, but it's from Go Nagai. I consider anything by him worth a read/watch.)
M.D. Geist
Genocyber (Very mediocre story, but you won't find a gorier or more disturbing looking anime with such an awesome soundtrack.)
Blood+ (Not as gore filled as Blood C, but unlike Blood C the story isn't shit.)
Corpse Party
Boogiepop Phantom (Very weird, in the same boat as Serial Experiments Lain.)
Fight! Iczer One (Giant robots and Lovecraftian abominations, I wish it was longer than 3 episodes. Not very horror, but the monsters are creepy and vile.)
I'd also recommend
Kaiji.
Both seasons. It's not horror, but about gambling. This show will keep you on the edge of your seat till' the very end and I guarantee you'll be hooked in 2 or 3 episodes. This is why you never cosign a loan you can't pay back, or deal with the Yakuza. If you're put off by the art, don't be. It grows on you, and to not watch Kaiji because of that is a huge loss. I've seen hundreds of anime series, and this is in my top 10 no doubt.
If you like Cyber Punk stuff also, check out
Ghost in the Shell and
Cyber City Odeo 808. And I don't mean the TV anime Ghost in the Shell: Stand Alone Complex (It's great though, don't get me wrong) I mean the original movie since it's a lot better than Stand Alone Complex. I've never watched a movie with better cinematography or take on Cyber Punk than Ghost in the Shell. It can be pretty brutal too, cyborg gore and all.