Tsubasa: Shunraiki

Both series are a crossovers from different series with the main male lead chasing after the female lead with a strong cast of characters. Not to mention both are dark in terms of tone as well. 

Similar plot, set out in a different world involving some main characters but some moments they experience are rather.................you know you have to see for yourself. 

amazing story and characters's personality complexity 

Both are sequels of previous anime. (So you must watch the prequels to understand.) Both focus on the protagonist, (Sakura in Tsubasa, Lag in Letter bee) searching for and trying to return the "heart" of the person they cherished the most, a person who was very kind and gentle, but then lost his heart and became cold, without memories, becoming an "enemy". While in Letter bee, Letters and bullets contain memories and are made of heart, in Tsubasa, Sakura´s heart are feathers of memories. Although, Letter bee is slice of life, and Tsubasa is drama & Romance.  

Not only are these stories intertwined, both these OVAs come from the same project.