Haibane Renmei

from wiki: The series follow a young girl named Rakka, a newly arrived haibane (an angelic-looking being), and other characters in the city of Glie (guri), a walled city with one entrance where no one is allowed to leave. Also contains a side story written after the end of the anime. It shows the relation between Reki and Nemu (and Hyouko) after the departure of Kuramori. The colour illustrations are those supposedly by Reki. One is a scenery in her dream and the other is the portrait of Kuramori.