G-9

Both main characters are females fighting something (dragons/witches) with memories problem (while in G-9 the main character is not remembering anything, in Mahou Shoujo Madoka Magica Movie 3 the main character is the only one remembering something. 

An interesting single episode OVA with a very unique art style reminiscent of traditional sumi-e (ink paintings). It was part of a collection of experimental anime called ganime (画ニメ - drawing/sketch animation) released by Toei Animation in 2006. Credit: At0m5k