Give Gunslinger Girl a try.  The translated manga 
is just coming out in the US.  The anime I got 
through someone on Ebay.  The title is 
unfortunate, but it's a damn interesting little 
series!

There's a "social welfare" organization in Italy, 
that "rescues" young girls who are either 
terminally ill, injured and the like. Actually, 
the girls are modified into being cyborg 
assassins. Each is paired with a control "older 
brother" that they are conditioned to obey and 
protect at all costs.  And yet, somehow, these 
girls are still real preteen girls, with crushes, 
teddy bear collections, and despite knowing their 
lives will probably be short.  The series follows 
Henrietta, Rico, Triela and the others, as they 
figure out how to relate to their world, and 
their controls wrestle with their own hearts 
about how to relate to these still very human 
children.