Of the slightly more obscure older games, I have a bunch of favourites:
Galaxy Fight - I always liked the design of this and it had some cool ideas. I've ended up owning it on a ton of systems including Neo-Geo. It's on the new Neo-Geo releases, I believe.
New Power Instinct: Matrimelee - there's a bunch of different translations of this game, which is a really solid comedy fighter building on the weird Power Instinct games (which also include Groove-On Fight). Matrimelee was a Neo-Geo release to begin with, then had a PS2 version which is basically a new edition with new characters, and then there was an arcade exclusive sequel with a couple more characters. Very hard to find.
Jojo's Bizarre Adventure - obviously, the best use of the IP yet and one of Capcom's best fighters, although it's unbalanced as hell. If you missed out on the PS3/360 version, sucks to be you.
Advanced VG 2 - a mostly sanitized version of the original ecchi fighter, with good characters and a surprisingly good gameplay. It's a shame that the series devolved into pure visual novel porn after that. As mentioned, it's on JP PS4.
Some newer games that are maybe already forgotten are:
Arcana Heart 3 - despite the moe cast, there's some really good fighting here. It has Marvel type juggling and assists from your Arcana, but it feels more accessible to me.
Under Night In-Birth Exe: Late - ridiculous title, pretty solid gameplay.
There's also a ton of other recent anime fighters like Blade Arcus, Aquapazza, Chaos Code, Dengeki Bunko Fighting Climax and Nitroplus Blasterz, but I didn't really enjoy them too much. Except from Blade Arcus, they're all solid enough but pretty much interchangable.