Some Japanese animation that may fit the bill:

Dallos (1983) - A scifi/political OVA from the creator of Ghost in the Shell. Kite (1998) - Action/revenge movie. Includes porn scenes, but IMO this is not a typical “hentai” movie. Ninja Scroll (1993) - Action movie set in pre-Meiji era. Megazone 23 (1985 to 1989) - Series of scifi/cyberpunk movies. The concept and especially the first movie likely served as an inspiration for the Matrix series. Perfect Blue (1998) - An exploitation/thriller that IMO easily beats most Hollywood fare. Was originally supposed to a live-action movie, but they switched to animation because they couldn’t get the budget for a live-action movie. Vampire Hunter D (1985) - Solid vampire themed action movie. Wicked City (1987) - Action/horror with gothic themes and nudity.