What the hell is a philosophical anime anyway? If we go by this definition:
>1. the rational investigation of the truths and principles of being, knowledge, or conduct.
So, basically, anything that deals with the nature of being alive. Well that's kind of everything ever. If you dig deep enough even Strike Witches has something to say (that Gonzo wants your money, otaku are pathetic and pants are a denial of the viewer's dick... I mean... self).
But okay, I get what you're saying. If you want an anime that asks the viewer to think a little more than normal:
Serial Experiments Lain
Revolutionary Girl Utena, especially the movie (which will make no sense if you don't see the TV show). Although that whole clause about a "RATIONAL investigation" might rule this out. But you should see it anyway.