 If you liked
Makyuu Senjou
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 ...then you might like
Ankoku Shinwa
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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.