Sakura Wars the Animation

In Japan in the Taisho era, a group of maidens protected Tokyo as the Imperial Combat Revue, doubling as both stage performers and pilots of steampunk mecha called Koubu. 14 years later, a new Imperial Combat Revue has been formed to carry on that tradition. Led this time by Sakura Amamiya, the team performs on stage and then is joined by a new junior member: Klara, the only survivor of the recently-obliterated Moscow Combat Revue. She's lost her memories and was being actively pursued by two parties when recovered by Seijuro (their male counterpart), so they will have to both protect her and give her a sense of family to help recover. And the protecting comes quickly after when a horde of demons attack.

Synopsis from Anime News Network