Rakugo Shinjuu - can't ever say enough how magnificent this anime is in terms of dubbing, story-telling (which is fitting, considering it is about storytellers) and character development. There isn't much there in terms of actual action, but it certainly covers some mature themes (loneliness, social ostracism, betrayal, but also sense of duty). If you haven't watched it, do it.
Shinsekai Yori - this anime makes you THINK. I'd say you have to watch it twice in order to fully appreciate it, since it gives off so many hints for future episodes throughout the show. While I wouldn't say it's exactly philosophical, it definitely touches on some philosophical concepts, but the best thing is, it doesn't really try to give the viewers any answers. It presents the story and lets us think for ourselves, at best it gives us some questions to start with. It starts off pretty slow, but the second half of the show is an avalanche.
There's more, like Psycho-Pass or After Story, but I'd say those 2 above are unique for anime in that they really respect the viewers and their intelligence.
1. Yeah, that's quite literally Psycho-Pass. Ergo Proxy somewhat fits, but it's not really a great anime.