It didn't start to hit me until the 2nd-to-last episode, but the Serial Experiments Lain OP pretty much covers the entire plot of the show up until the final minutes of the final episode. It makes little sense until Episode 13.

(/s "It opens with a murder of crows - traditionally symbolizing death - and Lain is fearful of them (and initially The Wired as well). The scene then shifts to the different Lains exploring the wired and interacting with the people we meet during the course of the show (e.g. the little boy playing some video game) before switching back to Lain walking up the stairs from Episode 13's end when she meets future Alice and the "I know you from somewhere" exchange takes place. As she's walking to the end of the bridge where she meets Alice, her figure starts to blur and we see more and more of her in The Wired until her hat gets blown off. She turns to notice the crow in the sky - it's at this point she is officially "dead" to the physical world and completely in The Wired - and the OP ends with her walking away and fading completely into The Wired. This establishes it as ending right where the final episode begins")