I recently finished watching Satoshi Kon's 13-episode Anime series Paranoia Agent. It is a highly acclaimed series and deservedly so.
As I've come to expect from Satoshi Kon's work, Paranoia Agent is a show that seemlessly weaves reality and fiction to produce a highly compelling narrative. I first discovered Paranoia Agent on Cartoon Network's Adult Swim network a little over a year ago, maybe. Since I would catch episodes at random it really didn't make a lot of sense and I just blew it off.
I came back to it later having watched Satoshi Kon's other famous works, such as the mind-bending Paprika, and more recently I enjoyed his older classic title, Perfect Blue. To be incredibly sloppy, I guess you could say if you took Perfect Blue, smooshed it together with Paprika and then stretched it out to a half-season length series of 13 episodes (full seasons in Japan are 26 episodes, fyi), the result would be Paranoia Agent. Actually, my lazy description is not wholly baseless, since the Wikipedia article on Satoshi Kon states that Paranoia Agent is all of Kon's left over ideas that he was unable to squeeze into his earlier feature films but still wanted to do something with.
On an artistic/stylistic level, there is definitely a noticeable continuity that runs through Perfect Blue and Paprika and Paranoia Agent. The characters are drawn in stylistically similar ways...they are definitely Satoshi Kon characters.
Think of the main protagonist in Paranoia Agent, Tsukiko Sagi (鷺 月子 Sagi Tsukiko?) , pictured far left and voiced in the English dub by Michelle Ruff (arguably most famous for her voice role as Rukia in the long running series Bleach). All of the action revolves around Sagi, ultimately. She is an artist, but also very emotionally sensitive and physically frail...she's so withdrawn and socially awkward it wouldn't surprise me if she were on the autism spectrum.
To me at least, she's highly reminiscent of Perfect Blue protagonist Mima Kirigoe, a pop-idol from the J-pop group "CHAM!", who decides to leave the group to become a professional actress. It's a difficult transition, and Mima is full of self-doubt, and has to take a lot of emotionally grueling and very edgy roles to take her career to the next level.
With both characters, Satoshi Kon is clearly fascinated by the creative power of The Artist. The power of the artist to create myth and narrative that have a real imact upon the mundane real world. It is an idea that Kon clearly derives a great deal of pleasure in playing around with creatively as an artist himself. Both Perfect Blue and Paranoia Agent derive their storytelling power from mixing reality and fantasy seemlessly to the point where the line between them blurs and fades.
The show that is most divorced from reality is Paprika. Paprika makes no pretense of being even slightly tethered to the real world. Paprika is full-bore fantasy...true, the main character has her "real" persona and her "fictional" alter-ego, a.k.a. the titular character of Paprika, but this pretense doesn't hold up as well as in the earlier Perfect Blue and the later Paranoia Agent.
One continuity that does exist between Paprika and Paranoia Agent are the two hardboiled Japanese police inspectors who represent the world of science and rationality and gumshoe gumption. Both are shown often to be completely out of their depth, but still, they have a resolve that is admirable.