My Master Has No Tail

In Japan's Taishō era (1912–1926), Mameda is a shape-shifting tanuki girl who dreams of becoming human. Mameda transforms her outward appearance into a pretty raven-haired human girl and heads to the bustling city of Osaka. However, people instantly see through Mameda's guise, and one beautiful woman ruthlessly says to the dejected Mameda, "Go back where you came from." As it turns out, that woman named Bunko is herself a supernatural creature who transformed herself into a rakugo (comic storytelling) storyteller. Mameda begs Bunko to become her master and teach her the ways of playing a human.

Synopsis from Anime News Network