Very much so. Baccano! has a large cast of characters that takes awhile to introduce. It also jumps around in time, as it presents many different events that eventually become relative to one another. If you relate anime to games, then most anime would be side-scrollers, where everything comes at you in a linear fashion; Baccano!, however, would be an open-world RPG with many different quests which take you all over the map.
This is an anime where you have to pay attention if you want to understand what's going on, and even then, you have to understand that won't understand until the puzzle pieces begin falling into place.