Serial Experiments Lain
Although not a humorous anime, Lain has my favorite joke of any television series. The series follows Lain, a technophobic schoolgirl, who get a computer or “Navi,” soups it up, and begins a surreal adventure that examines the nature of self, social ties, and the role of technology in society. Has the only antagonist I know of that hides himself steganographically.
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Buy Serial Experiments Lain at Amazon.com