Astral Project: Tsuki No Hikari

After receiving a call from a mysterious lady called Shindou Yurika, Masaki, the main protagonist, learns that his elder sister died under mysterious circumstances. He obtains a Jazz CD from Yurika and plays it in remembrance of his sister. While listening to it he experiences soul traveling and dives into a, for him unknown, “psyche world”. Later on he accidentally meets other souls and tries to find out what actually happened to his sister.
Apparently Volume 4 will be the last one.