Unkai no Meikyuu Zeguy
English title: Mask of Zeguy
Japanese title: 雲界の迷宮ZEGUY
Alternative titles: Labyrinth of the Cloud World: Zeguy, Zeguy: Cloudworld Labyrinth
Type: OVA
Source: Original
Episodes: 2
Status: Finished Airing
Aired: Mar 21, 1993 to May 21, 1993
Duration: 36 min per ep
Rating: R - 17+ (violence & profanity)
Studios: KSS
Licensors: Central Park Media
Genres: Action, Adventure, Fantasy

Mysterious warriors appear to blast Miki into another dimension! She flees her captors only to find herself trapped in a world of monsters and madmen who plot the downfall of Earth. 
The only power that can possible save her (and the world) is that of the mysterious Mask of Zeguy. Miki must embark on a life-or-death quest for this talisman, with the villains who kidnapped in hot pursuit! 

(Source: AniDB)