The other reviewer hit the nail on the head in regard to just about everything, so I will merely emphasize and further praise the dark motifs, clever storytelling, and stylish presentation. It's essentially a neo-noir/detective piece with a horror element and vaguely/infinitesimally supernatural twist.
My one point of departure from the other reviewer is the difference between seasons 1 and 2. Season 1 is nearly perfect---the pacing, writing, music, action, performances, set design, and character development. It's all there in spades. And even though there are a handful of unresolved threads, the series could very well end there and be a masterpiece.
Still, I was excited to watch the half-as-long season 2, and while it has many great moments and more of the same stylings, certain aspects of the story become a little larger-than-life. That is basically fine, but contrasts somewhat with the gritty realism of season 1. Likewise, the philosophical banter that came at just the right moments and to the appropriate degree in season 1 becomes a bit super-saturated and on-the-nose in season 2. It's not bad by any means; it's just a little too self-aware and reality-plus in contrast to season 1. As a related point, a charismatic character (who shall remain nameless) who plays just within the bounds of believability in season 1 sort of becomes a bit of a caricature in the second season, specifically in conjunction with the overt philosophizing. Again, not bad by any means, but the character ultimately morphs into a personality more suited for anime (which is not a criticism so much as a sensitivity for what works well in certain genres and less effectively in others). Along similar lines, the supernatural component gets notably stronger by the end of season 2, at least implicitly (which is to say---and I think this is a good thing---the extraordinary occurrences aren't formally explained in supernatural terms. They're just implied to be beyond all the "normal" events in the story.
Lastly, one or two of the story lines held over from the first season are not exactly resolved in a manner I would regard as thoroughly substantive or satisfying. Granted, they are all put to bed in one way or another, but again, one or two of them end in a way that felt a bit rushed and mostly implied (and in fact, in a manner that opens up many subsequent questions).
And yet, despite all that, you'll see from my 10/10 rating how highly I regard Mozu as a whole. It is absolutely genius and a must see if you're into J-drama. But I wouldn't be surprised if you end up enjoying season 1 tangibly more than season 2.
Cheers.
