One example is the On Your Mark [1] music video, which is possibly the only time he went into cyberpunk, and despite being a few minutes long and having no dialog it has amazing world-building and storytelling.
Future Boy Conan (Mirai Shōnen Konan) [2] is a great TV series by him that doesn't get mentioned enough IMO.
I also recommend Now and Then, Here and There: a fish-out-of-water fantasy show in which the main character acts like a stereotypical comedy protagonist but the world he gets transported to is an absolute wasteland ravaged by war and environmental degradation. Unsurprisingly also not a light-hearted watch.
Also a mention to Wolf's Rain. It's a post apocalyptic dystopia where wolves can pretend to have human form, and try to survive. It sounds bonkers but it's charming and it works.
House of Five Leaves: A robinhood criminal gang
Angolmois - Genkou Kassenki: Mongol invasion of Tsushima in 1248
Onihei: Crime fighting in the Meiji era
Onmyouji: Heian era magic
Shouwa Genroku Rakugo Shinjuu: Rakugo performers in the Shouwa
Glasslip: Not historic, a modern day in the life story
Maiko-san Chi no Makanai-san: also modern, a Kyoto story of geisha apprentices
Heike Monogatari: A great telling of a Heian era power struggle
There are so many more...
And 'Last Exile', that was some really cool worldbuilding.
'Scrapped Princess' would also be up there, but it unfortunately had a bit of a lackluster ending.
Think I've noticed an easter-egg for the nerds. A streetsign with 'Huelsbeck 12' on it, https://en.wikipedia.org/wiki/Chris_Huelsbeck .
Also all the keyboards which sometimes seem to come straight out of the mechanical/ergonomical keyboard maker-scene.
The giant delta-winged space shuttles going up the ramp have been impressive.
In car crash protection foam? Hrrm. Demolition Man?
Despite the good graphics just slightly above a forgettable cheeseburger, IMO.
It was the anime that solidified the fact that you can make Anime about _anything_ really compelling to watch.
Chibi Maruko
While the 2011 version is longer, the 1999 has some really great moments
the English dub of Shin Chan also has some irreverent moments
- Shigofumi: Letters from the Departed
- Kamichu! (set in Onomichi, very strong sense of place)
Darker than Black (the original season 1).
Higurashi (the original version).
Robot carnival
Night Is Short, Walk On Girl
Anikuri 15
Animatrix
Gosic
Sayonara Zetsubou Sensei
Kaiba
Kemonozume
Chihayafuru
Akagi
Penguindrum
Jinrui
Hidamari
Joshiraku
(ymmv w.r.t. "underrated" as that's all relative, but hey)