Yep. It's funny how so many anime follow this sort of "tropy premise with backstory strip-tease" formula, where they start out in a well-worn theme, but then gradually reveal a dark backstory. Madoka Magica is the absolute pinnacle of the form, each new revelation being as staggering as the last, and yet it never feels opaque and cryptic like Evangelion, and it all makes perfect sense together at the end.
Trigun is another show that does it well. It's a sci-fi western that slowly reveals the origins of the hero and the villain and the philosophical underpinnings of their conflict, as well as the miserable desert planet all the characters live on.
Elfenlied does the same with harem animes, but nobody should ever watch Elfenlied.