The Anime Lad
An orphanage full of brilliant, happy children, a devoted caretaker they call Mom, daily aptitude tests, and one rule about not going near the gate. The three oldest kids find out what the tests are for at the end of episode one, and the series becomes a jailbreak run by geniuses in pajamas. Season one spends its whole run on children out-planning an opponent who holds every card. It's as tense as this medium gets.
Gigguku
The pilot ends on a reveal I'd defend with my life against spoilers, which makes this impossible to pitch, so trust me. The first season is twelve rounds of children conning something that smiles at them over breakfast, and entire scenes went by where I forgot to breathe. The tension is the whole show and it does not leak. Then it's over and you need someone to talk to. I volunteer.
Father's Basement
Season one is a genuinely brilliant thriller, twelve tight episodes of cat-and-mouse where the mouse is eleven years old, and it's flawless front to back. Then there's season two, which skipped whole arcs of the source and speedran the plot into a wall, a demolition so complete people pretend it's unmade. My sincere advice is to watch season one like it's a finished miniseries. As far as I'm concerned, it is.