Demonbane OVA(2004)

Kishin Houkou Demonbane

Lily Bridge, a young journalist, arrives at Arkham City, hoping to find a big scoop. However, with all the strange things occuring around the city, only the exceptional findings are news-worthy, such as the mysterious mecha known as Demonbane. However, upon finding a small piece of machinery that seemed to be connected with the Hadou Combine, Lily is determined to find the truth. Little does she know, she enters into a dark world, involving herself with Demonbane and the powerful forces that control the city.

(Source: Anime News Network)