Sono Kinisasete yo: My My Mai

Both of these raunchy OVA are about young women who both run a supernatural investigation/whatever-the-show-calls-for service by their lonesome. Rem, as suggested by her name, can enter peoples dreams to fight apparitions capable of harming the dreamer from within, while Mai runs your ordinary ghost/demon busting service. What sets the two apart, is that Rem takes itself fairly seriously, while Mai is a straight up comedy. I think Mai is funnier as a comedy than Rem is engaging as a story. Ironically Mai is the drastically more sexual one, even though Rem was originally planned as a hentai.