Even though Princess Tutu has a lot of ballet involved, it mainly is just a tool used to help tell the story. It really is basically about all kinds of stories, inside a story. And the antagonist has a beautiful story. Which is why I love her so much XD
Saw Shakugan no Shana as well, Fushigiboshi no Futagohime, Kanazuki no Miko, Madlax, Magical Canan, Munto, Night Wizard, Ojamajo Doremi, Rozen Maiden, Shuffle!, Tenshi no Shippo. Those are a few aditions. Some might not be considered magical girl types, but I kinda figured it depends on how you stretch the trope XD