Yumemakura Baku Twilight Gekijou
Genres: Horror
Type: OVA, Episodes: 4
Aired: May 21, 1991 to Nov 21, 1991
Studio: Pierrot, D.A.S.T.
Source: Novel
Rating: R+ - Mild Nudity
Synopsis:
Originally released as a feature part of Studio Pierrot's video magazine show Anime V Comic Rentaman (アニメ・V・コミック レンタマン) along with Abashiri Ikka, Eguchi Hisashi no Kotobuki Gorou Show and Akai Hayate. 

(Source: AniDB)