 If you liked
Matantei Loki Ragnarok
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 ...then you might like
Night Walker: Mayonaka no Tantei
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Matantei loki is an innocent childish version of the mature Nightwalker (attention this one contains yaoi, many blood and nudity), the plot is quite similar: an old immortal being that is a detective and in every episode solves some supernatural case. The main guy is always accompanied by his sort of small pet creature (that has also powers). And the main similarity between these animes is the main girl being a schoolgirl that goes to work with the main guy and develops a strong attachment with him, and only in the end, the main guy realizes how much she means to him.