So... is Pandora Hearts finished or not?
NO, it is not finished.
Why?
The anime finished before the manga:
Anime finished: September 25, 2009
Manga finished: March 18, 2015
MangaUpdates contains information about the anime adaptation and indicates that it is incomplete.
Watching Order (by release date)
Here you have all the anime relations we detected ordered by release date, so you can see the reason for this status in context and also use it as watching order.
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Synopsis
Oz Vessalius, a young noble, lives a privileged life until his coming-of-age ceremony takes a dark turn.
Accused of a mysterious crime by the shadowy Baskerville Clan, he is banished to the Abyss, a terrifying dimension previously thought to be just a scary story.
In the Abyss, he encounters Alice, a powerful Chain, and together they escape back to his world.
Now, Oz is determined to uncover the truth behind his sudden imprisonment and the strange forces that are now swirling around him.
He joins Pandora, a secret organization, and embarks on a journey to understand his connection to the Abyss and the secrets it holds, with Alice by his side.