Are there any anime shows with a really depressing atmosphere or story?
I'd prefer it to be set in a more modern theme, with a main character living a life seemingly filled with desperation.
Although, it doesn't have to be a modern day theme, anything would a depressing or desperate feeling to it would be satisfying to me.
Most of the anime that I've watched is entry level anime, so the closest shows that had a sense of sometime throughout the series was Fullmetal Alchemist: Brotherhood and Cowboy Bebop.
Yes, boku no pico.
you won't want another depressing anime after that.
Yes, M3- Sono Kuroki Hagane.
It's bretty good.