Had to have been 15-ish years ago. The only episode I really remember well has the protagonist trapped, and the villain has the protagonist's love interest watching him. The villain keeps goading him into transforming and showing the love interest his "true form". The love interest is confused but tells him to do whatever he has to to survive. I believe the villain was some kind of spider demon and the protagonist was a werewolf or similar. I do remember it being rather gory. I've tried Googling “werewolf protagonist” and “spider demon kidnaps girl true form anime”, and many different combos in between. I even had a lot of my friends who are super into anime try to identify it, and everytime I meet a new person into anime I end up bringing it up at some point, but nobody remembers. Am I crazy?
Some more info, I do remember the romance being kinda cheesy, and as I said in the below comment, the art style was more serious like cowboy bebop. I said episode, but for all I know this could've been a movie.
Another edit, it seems like the setting was in a city like industrial revolution or just before industrial revolution London