In addition to the other Satoshi Kon stuff mentioned (Paprika, Paranoia Agent, etc.), I'd also recommend Angel's Egg. It's quite a bit more abstract/symbolic, but it's a beautiful film imo. The art style was done by Yoshitaka Amano, who's famous for his amazing Final Fantasy concept art, and the music (by Yoshihiro Kanno) is quite good too. It's not very long either, but it really left an impression on me.

EDIT: Oh I almost forgot, but the first episode of Oshi No Ko is basically a whole movie and shares a lot of similar themes to Perfect Blue, but with a bit more humor. The story starts out a little weird, but stick with it. It gets better and better. Also don't look up anything on this before you watch it. It's best to go in completely blind.