Don't bind a method that calls SetAnimation to the AnimationState.End event. It'll always freeze.
Bind it to Complete instead. AnimationState.Complete fires whenever an animation finishes playing completely.
Explanation:
1) End fires when an animation is stopped, whether by some interruption (when the animation is changed by SetAnimation or stopped by ClearTrack before it finishes), or when an animation finishes playing completely (when an animation finishes, AnimationState calls ClearTrack which causes End to fire). In fact, it always fires whenever you have an animation playing and then SetAnimation or ClearTrack are called.
In other words, SetAnimation calls End, and if End has method subscribed to it that calls SetAnimation, it'll recurse forever: End calling SetAnimation calling End calling SetAnimation calling End... etc, etc...
2) Complete only fires when an animation finishes playing completely from start to end. (I can see how this can be confused with "End".)
This is probably the event you want though. I'm assuming what you want is for it to detect when the animation is done and then decide what animation to play next.
For even more detailed info, you should check the code in AnimationState.cs
