I think this anime aired on the Catalan public TV some years ago, maybe around 2005.
I only remember watching the first episode, but probably it was a TV series. Or maybe it was just an one-shot with an open ending.
The protagonist was a boy who could see big robots fighting among themselves with big guns and missiles and things like that. Other people is not able to see these robots, and the explosions of the robot weapons don't seem to damage things, so the protagonist basically tries to ignore them.
One day he is at school and starts daydreaming. He looks thorough the window and sees a robot launching a missile to a second robot, which dodges it. The missile continues moving, going directly to their classroom.
The protagonist feels the impact... of a piece of chalk that the teacher threw to him for not paying attention.
The protagonist meets some kind of mad scientist which explains that these robots are from a parallel world, and for some reason the protagonist can see things that happen on that world. The protagonist just wants to get rid of his visions, and the scientist, who had been researching about this things, says he could help.
The protagonist goes to scientist's home and lies on some kind of gurney connected to some machines. Then he gets up in an almost identical room, but the scientist is not there. He exists the house and sees there is nobody in the streets, the mecha robots look more real, and some builds are damaged by the weapons.
Not sure if it was explicit or strongly implied, but he had been teleported to that parallel world. End of the episode.