Rem Ayanokouji looks like a typical young girl - but in reality she is a Dream Hunter capable of entering people's dreams. She runs a detective agency dedicated to supernatural matters, and her clients learn of her trade only through word of mouth. With demons aplenty preying on the souls of troubled humans, Rem's life is never dull; and with the help of her two cats Beta and Alpha, Rem will travel into the dreams of possessed people and take them down with her mighty weapons!
Who knew coming of age could be so tough? 16 year-old Yohko Mano is your typical high-schooler dealing with a not-so-typical upbringing. Her grandmother has been training her in the martial arts and tests her skills on a regular basis. And all Yohko really cares about is a date with Hideki! Well, fickle fate intervenes and Yohko's destiny as a destroyer of demons is revealed. This entertaining romp has plenty of fanservice and action to keep the boys drooling.
Basically you have a girl who fights supernatural being in a super sexy outfit.
Both of these titles are OVA and the quality of anime is high for 80's works in the case of Rem, and pretty good as well for Yohko for 90's works.
Some is in dreams in Rem, with a gun. Yohko was trained by a granny. You might like one if you liked the other.
In Japan, a team of scientists have created a medical breakthrough: a device that allows the wearer to enter the dreams of a patient, for the purpose of healing. The talented Paprika is a master at her profession, but complications have now appeared in the form of a “dream terrorist” – an unknown foe who inserts nightmares into the minds of those who use the device. The victims are swept up in a ghoulish parade of dolls, kitchen appliances, and musical animals, and are reduced to a vegetable state – or worse. Now, Paprika and the team of scientists must delve into the minds of those affected to figure out the source of the tampering before more people, including themselves, are damaged beyond repair.
This rec is a serious stretch, but plot-wise I think it fits. Paprika, like Dream Hunter Rem, involves a woman who goes into people's consciousness to look for bad bits. Clearly the budget and era is a lot different between the two, but if you liked the story element of Dream Hunter Rem, you might appreciate the much more modern Paprika as well.