Dream Hunter Rem

The main heroines of these anime are extremely comparable in terms of bravery and choice of attire since they share similar old school high fantasy design philosophy and art direction of badass female warriors in bikini armors surmounting difficult hurdles to attain their goals. 

Both are relatively violent magical girl shows that have some pretty brutal content mixed in with cuteness. Rem, ever the hipster, was the bloody magical girl before it was cool.  

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. 

Fighting evil spirits/beings in sexy outfits is what connects these two anime. In Dream Hunter Rem the fight takes place in the dream-world, while in Mujigen Hunter Fandora it takes place in different dimensions of the space. Both anime have comedy elements and a lot of ecchi. 

Entering other people dreams is the basic idea behind these two anime. In Dream Hunter Rem it's used by the titular character to get rid of evil spirits that entered other people dreams. In Paprika a technology was created to work as a kind of therapy but it was missused by one of the people who worked on the project to wreck havoc on the world. Dream Hunter Rem is light-hearted, with a bit of comedy and ecchi. Paprika is a serious one that will leave you with philosophical questions.