Kyuuketsuhime Miyu

Thinking of these two series make me shudder, and not because they're bad stories, but because both are of the horror genre. Both series follow a main protagonist who is female and the dark path they are following, but both use a dark gothic style. Both series are also, at this point in time, possibly not well remembered within the Anime community over here in the west, so it would also be nice to draw some attention back to these two similar series and perhaps even have a new generation check them out if able. 

They both have the same feel to them, Miyu and Enma Ai also have similar personalities. If you like one you will definitely like the other, they also have episodes were people die, and there's not always a happy ending. 

Both about girls who live forever and kill others 

Both anime were released in the late 1980's with similar animation and a similar vibe. Both anime deal with a main female protagonist that are supernatural beings fighting against demons. Both protagonist where also chosen to keep the world in order from demons. Both anime are quite action-packed as well. If you like one, you should enjoy the other.  

Both '80s OVAs center on a teenage-looking girl with supernatural powers who has been tasked with hunting down demons. These shows have a similar vibe, although "Makaryuudo" is more lighthearted in tone. 

Both have a very similar gothic vibe and both have similar character dynamics (the normal human that thinks what the protagonist, the one who dabbles in the supernatural, is doing something wrong and tries to stop them.) Both are also OVAs that have great music and are best watched around Halloween. If you liked one, you'll like the other.