One of the earliest OAVs, and one of the earliest non-TV-series anime to reach North America (granted in a Macekre), Megazone 23 deserves to be on the list. But under which heading?
Topic on Talk:Essential Anime
"Magical Girl", obviously. <grin> More seriously, I think it qualifies for at least Mind Screw, Cyberpunk and Space Opera, depending on what part you've gotten to.