Could be Urotsukidoji, but there's so many ... Demon City Shinjuku?Was the same with the one i remember. Rented it when i was like 8-10 something on VHS and thought cartoon so it must be kids stuff... It was bloody and full of sexual stuff Ruined me for life
Anyhoo, back on topic: here's some more favourites.
Jin-Roh: The Wolf Brigade
Macross: Do You Remember Love?
Bubblegum Crash