Mami and Homura have both told Madoka that the life of a mahou shoujo is a lonely one. If Madoka had known about Vampire Princess Miyu she wouldn’t have needed to be told.
And if Kyuubei were to ever laugh, it would probably sound like the last moments of the final Vampire Princess Miyu OVA.
Like the mahou shoujo of Puella Magi Madoka Magica, Miyu is a guardian. She walks the shadowy spaces between the worlds of humans and demons (in Miyu these are called shinma, combining the kanji for “god” and “demon”). When she encounters a wayward shinma, she sends it back to the world of darkness whence it came (Miyu may be appropriate viewing between episodes of Yumekui Merry, too).
And like Kyuubei, Miyu is a collector of soul-gems. Her victims come to her willingly, exchanging their blood for an eternal existence in a dream-world. Many of her victims come to her seeking solace at the loss of a loved-one (perhaps a victim of a shinma); some come to her out of vanity, listening to her promise to preserve their beauty forever; some come to her as Hitomi did in episode four of Madoka.
Miyu is the manga creation of Narumi Kakinouchi. The anime comes in two forms — the original 1988 four-part OVA and a 1997 TV-series. The OVA, though looking dated today, is superior, with its emphasis on Miyu’s solitude (relieved only by her silent companion, the bishounen Larva). The TV series tends to be shinma-of-the-week, but it does have its moments, and adds a theme of Miyu being trapped by her duty and responsibility to the basic theme of her solitude. The final arc to the series is quite touching. In the TV series, Miyu’s relationship with shinma is more complicated: sometimes she feels compelled to look the other way.
Both series give differing origin stories for Miyu (in one, she began her duties in the post-war era, in the other she’s been walking the border of the worlds since the early Meiji era).
If you watch only a single episode of Vampire Princess Miyu, make it the second OVA: A banquet of marionettes. This episode is an animated homage to the Japanese art of bunraku — puppetry — and finishes as a puppet-play, complete with woodblock-driven soundtrack and a drawn curtain.
The OVA is a classic, but neither animated version quite matches the manga. Kakinouchi’s art is shoujo-spare and sensual — this series is meant for hormone-addled early-teens and Miyu has a taste for pretty boys. Kakinouchi makes good use of line and darkness. Like the anime, the manga is episodic: with Miyu moving to a new town and encountering a new shinma. There is a story-arc involving Western shinma coming to Japan (which was adapted in part of the TV series, and is touched upon by the OVA), but I haven’t gotten that far in the manga, yet.
The ten collected volumes of the manga are still in print in Japan, despite the passage of twenty years. In the US the manga was swallowed up by the collapse of Studio Ironcat. The Japanese in the manga is pretty simple, and all the kanji have accompanying furigana, so it’s not too hard for a beginner to follow.