OZ
Genres: Action, Drama, Sci-Fi
Type: OVA, Episodes: 2
Aired: Aug 28, 1992 to Sep 25, 1992
Studio: Madhouse, Studio Fantasia
Source: Manga
Rating: R - 17+ (violence & profanity)
Synopsis:
Loosely based on L.F. Baum's novel, The Wizard of Oz. Original manga done by Itsuki Natsumi.

A nuclear war has killed most of humanity and split the USA into six warring states. By 2021, a legend has grown up about the fabled city of OZ where everything still works. Scientist Felicia sets out in search of it with the mercenary Muto and android 1019. At the end of the quest they only discover a military base and a madman.

A mercenary was hired by a girl to bring her to the mythical Oz (a paradise) where her missing brother supposedly lived. Accompanying them was a cyborg sent by her brother. But Oz was not the paradise it seemed and her brother was not as sane as he was smart. 

(Source: AniDB)