For those who have seen the ending of Paranoia Agent!

@VeritasOdiumParit

Spoiler

"In the end, there was no ‘Lil Slugger. Instead, I see it more as a person everyone made up. Because ‘Lil Slugger was made up by Sukiko, who made the cult phenomenon out of Maromi. So ‘Lil Slugger is a cult phenomenon as well. I think Paranoia Agent displays the impact of cult followings and how everyone can be drawn into them, and that they can become mainstream."
*I agree with this. I believe Sukiko invented 'Lil Slugger as a coping mechanism or a scapegoat for all the hard times in her life. Maromi was constantly whispering to Sukiko that this wasn't her fault, it was always someone else's. Sukiko couldn't take responsibility for any of her shortcomings and they became 'Lil Slugger.
*The cult phenomena is especially evident in the episode where the housewives are gossiping (every act of violence in the city was attributed to 'Lil Slugger) and also the copy-cat crimes.

"My explanation for everyone getting hit on the head, is that they all did it themselves, seeing as they all survive the so called assaults."
*This works for all the crimes except the copy-cat kid who was found brutally murdered in the jail cell. I doubt his wounds were self-inflicted.

"Also, did anyone notice the stand alone episode of the suicide-pact? If you look closely throughout the show, you realise they don’t have a shadow after going tot the building with the bulldozer and where they try to gas themselves!"
*Episode 8 about the suicide pact was my favorite episode. I realized they were dead when no one interacted with them outside the bulldozed building. Although they were an unlikely group, they had such chemistry and it made me sad that they didn't cherish their connection to each other in life.

Along with the overall theme of the cult phenomena, I thought the author was also hinting at personal responsibility for actions. This was evident in the rather catchy OP where everyone is carefree and laughing. They had given over their personal demons to their imaginary 'Lil Slugger for a quick fix to their problems. But if they had taken responsibility for their actions at the problem onset (case in point: Sukiko's puppy), there would not have been a problem...or maybe we all need to invent a bat weilding roller blader to make all the pain go away.