Yoru ga Kuru!
English name: Square Of The Moon: The Night Is Coming!
Genres: Horror, Supernatural, Hentai
Type: OVA, Episodes: 4
Aired: Apr 25, 2002 to Feb 21, 2003
Studio: Shinkuukan
Source: Visual novel
Rating: Rx - Hentai
Synopsis:
Blue moon suddenly appeared near the moon, they called it True Moon. After 3 years when True Moon shined blue, a monster appeared in front of Ryo. He ran away from the monster, but finally, the monster cornered him. When he began to accept his death, a red eyed girl, Izumi, appeared. She cut the monster to death, and gone.

(Source: AnimeNfo)