Depression: (
Story/Location) Titles that contain characters who suffer from depression would fall into this category if this is of significant importance for the storyline.
Tragedy: (
Genre) Animes of this type have tragic events as an important part of the story, and usually will show how the characters are dealing with the consequences of that tragedy (more or less successfully). This doesn't necessarily mean the story cannot have a happy ending as the tragedy might occur during the first episodes of even before story begins; as such this category information need not be a spoiler (unless the tragedy were to be a surprise for the audience in a mystery-style show).
Coming of Age: (
Story/Location) A story in which the main character is confronted with issues related to their transition from adolescence (innocence) to adulthood (responsibility). Most typically found in a modern romance story in which the main character has to confront his/her feelings over their (first) love and/or deciding about the path in life (setting goals, attending college, getting a job etc.).
