Definitely. In fact, Darren Aronofsky (director of Black Swan) bought the rights to the American remake of Perfect Blue.
Did you ever see Paranoia Agent? That was the weirdest experience for me. It creeped me out so badly, but I couldn't stop watching it. The closest I've ever come to that was with American Horror Story. I watched it when it ran on Adult Swim and I would literally think of it all week until the next episode aired.