Mr. Robot (2015)

The darkest use of direct address on the list. Elliot introduces himself with "Hello, friend," and he means you: a lonely hacker who has no one else to talk to and soon admits he's talking to an imaginary person. You become his confidant, his accomplice and eventually someone he suspects of keeping secrets from him. That makes the show's unreliable-narrator games personal, because the trust being broken is yours. It's a slow, dense drama across four seasons, so it suits viewers who want to pay attention rather than half-watch.