Ankoku Shinwa

These OVAs have similar elements, including religious (largely Buddhist) esotericism, demons, graphic deaths, and a teenage boy with a supernatural destiny traversing through time and space. 

Both are two episode OVA masterpieces handcrafted by studio Daiei, made in the early 90s, and have similar themes of horror. They also entertain the viewer with a splendid and diverse cast, edge of the seat action, and mystery. "Dark Warrior" and "Dark Myth" are very dark shows. 

They are really hard to follow, they have a lot of mystical and divine themes going on with them and feature a teenager boy in their adventures.