This happened nearly 10 years ago before we had a TV box that let us see what show we were watching.
I don't remember many details but at one point this girl seems like she really wants this dude but the dude doesn't want her. Side note either there are these monster ghost demons that follow him around or he can see ghosts.
Anyways skip ahead a bit and the same anime girl is basically tied to this wall/cross thing telling the guy he loves him and she is electrocuted or something to death and the one of the monster ghost demons tells the dude that he is going to have to go get her or something like that.
Sorry I don't have close to any details about the show but this was almost 10 years ago and it has been bugging me a lot recently.