Im sure they're out there just like many awesome underground music and films, great anime often goes unoticed and without proper recognition until someone finds it and shares it here..with us. Here are the best underground anime I've seen (due to the great amount of members in this site there's bound to be someone who's heard fo them, but I assure you their names are mere memories in the great minds of many anime otakus ):
Black Heaven
BLAME!
Tehxnolyze