Labyrinth of Flames
Samurai Labyrinth? Loverinth?
S1 E1:
In the 19th century, the Aoi clan moved from Japan to Russia and acted as a government intelligence agency and was given a secret city known as "Labyrinth 4" which was in the midst of prosperity. In the present age around the end of the 20th century, Princess Natsu, a descendent of the clan, attends a university in Moscow and invites Galan, a Russian youth, to her hometown.