Nijuu Mensou no Musume

One night the Phantom Thief (the Gentleman Thief with Twenty Faces) steals a little girl. Her name is Chizuko. Until then, she had been a lonely girl. But that night, she embarks on a great adventure. Experiencing freedom for the very first time, surrounded by friends, finding a place where she can be herself, Chizuko starts changing gradually. A string of bizarre events start happening, centering around the tremendous mystery called the Legacy of the Phantom Thief and involving people with pathetic motives. Chizuko has to move on nevertheless... no matter how chequered her life will be.

(Source: AniDB)

Included one-shot:
Volume 1: Nijuu Mensou no Musume (pilot)