The OAVs are a short series of 4 episodes (Unearthly Kyoto, A Banquet of Marionettes, Fragile Armor, & Frozen Time) based on the manga by Kakinouchi Narumi.Originally released in Japan 1988/1989 and translated in 1992 by AnimEigo.
Unlike some manga adaptions it neither slavishly follows the manga, nor assumes that the viewer has read it previously. From the little of the beautiful but sparsely drawn manga that I've seen this is just as well.
Instead the director Hirano Toshihiro and Ms Kakinouchi created a lead character especially for the the anime; medium Se Himiko who provides a focus to storyline as she interacts with, and seeks for, Miyu.
And what a character.
Not a girl but a mature woman experienced and skilled in her field as a spiritualist and medium. Her initial skepticism* and disbelief in the shinma (a created word for the "gods and demons" that Miyu hunts) makes her the perfect quester and her evolving relationship with Miyu is deep and subtle. There is so much in those sentences that is at odds with the stereotypes so often associated with anime, and this series is the richer for it. *The classic example being the early scene where she sniggers at the sight of garlic being hung to ward off vampires.
About Miyu, the Vampire Princess herself, I will say nothing as she is best encountered in the OAVs themselves.
The Kawai Kenji soundtrack is, in context, eerie and haunting, perfectly suited to the mystic horror that plays out on the screen. On its own I find the soundtrack oddly soothing (go figure).
Possibly the best aspect about this series is that you aren't spoonfed with answers. Drowned in questions perhaps, with the few answers provided spawning only more questions.
Thoroughly recommended, if you can find a copy.
NB: A TV series was also made later and is also worthwhile but not as good in my opinion. I'm willing to debate the point (but may refrain responding until I get a chance to rewatch that too). :)