Kaiji is about a low class bum who got into a debt due to him co signing for a co-worker he knew. The debt is 3,850,000 yen and there's no way someone like Kaiji could work off that much in so little time. When a debt collector came to see him, he gave Kaiji an opportunity in erasing his debt. And this involves Kaiji attending a game with other men that are in his position. If he wins he'll be able to live a more comfortable life. If he loses he'll be in deeper debt.
With an entirely original story featuring uniquely drawn characters. Kaiji is an anime that's never been done before. Very few others would include risky gambling or featuring torture to it's fullest. In fact the games of gamble are so intense that you'll be wanting to watch the series to the very end.
If you like an anime that has risky gambling or something that shows torture, then include Kaiji on your list of "Anime yet to be licensed in America".