Boogiepop and Others (2000)

Original title: ブギーポップは笑わない

The story takes place in an unnamed Japanese city, and follows five students at Shinyo Academy as they try to piece together the puzzle of a new drug and recent disappearances among the student populace. While the teachers believe them to only be runaways, the female students whisper among themselves about the urban legend Boogiepop, who is said to be a Shinigami.