Sin in the Rain

Confused and frightened, Yui wanders the streets in shock. She finds herself rescued by a stranger who tells her he's a private investigator. She then recounts to him the circumstances in which she came across the dead body of an acquaintance of hers: Yui mysteriously fell asleep and woke up to a murder scene unable to go to the police for fear of becoming the prime suspect.

Synopsis from Anime News Network