I know about this. Nakoruru: A Present from Somebody.
Yep. It was on Dreamcast and PC. Not the easiest to get, but they do try to sell out of Japan. (Unlike some Athena: Awakening from the Ordinary Life, which was and is like impossible to get)
I have the first part of the anime series, actually. That one girl(with the dark hair and serious look) is also prominently shown in here. If you are wondering who she is, check out Samurai Shodown 5. She appears as that Nakoruru Bust-type character with the wolf shinkuru. She seems to show up, like in spirit form, and often warns Nakoruru not only of her destiny, but of the darker things that exists around her. Nakoruru seemingly holding on to her innocence and cheerful nature for dear life, as this girl seems more like the character already scorned trying to tell Nakoruru of the real world she experienced. I need to translate more to figure out if that is totally the case, but the actions certainly seem that way.
The girl in green is a friend of hers, who showed up in Capcom vs. SNK 2 as a little promotion for the Nakoruru anime and game. (This stuff released around CvsS2's time)
The anime included a bit of odd fan service for Nakoruru as well. Nothing major, but let's say Nakoruru was never *ahem* big like that in her upper area before. Generally, the anime portrayed in and around Kamui Kotan, in a time seemingly before the Samurai Shodown events. Though it gets a bit hard to tell, at times, what time things are in, and whether or not they are doing a parrallel universe. It's Samurai Shodown, they're never really clear with that.
