I already know about Wandering Son, which is amazing, but does anyone know of any other anime exploring gender identity?
Well there are quite alot of animes that explore breaking gender norms (Ouran Highschool, Maid Sama!)
Sort of... Bokura No Hentai (~I am, a pervert) is about three "male crossdressers", who all crossdress for different reasons. One crossdresses to make a straight boy he likes date him, one to replace his dead sister, and one because she identifies as female. Just started reading the manga and it seems interesting.
Steins;Gate has one character that is a young MtF who has to deal with her crush on the main male protagonist.