I'm looking for a (I believe) 90's or early 00's anime series about 3 girls who travel between the real world and a fantasy world. All the 3 girls had some kind of power and they each had their own color. Red, blue and green (like The Powerpuff Girls). I think their powers had something to do with the elements (fire, water and earth). Plot-wise I can't remember a lot. I know that it took place in Tokyo.
I pretty sure there was also a video game about it.