Madoushi: The Battle of Kiri and Kumo
Ai and Yu get into an argument and Ai is accidentally thrown from the sub. She meets up with a boy named Clear that wears flying water. He claims he cannot be touched or he could break them. Kaze comes along to protect them from monsters sent by Earl to capture Clear. Kaze says that Clear is dangerous, but Ai doesn't care. The monsters return and Kaze can't beat them because his Magun won't move. Clear tries to save Ai and she accidentally pulls his glove off. He destroys the entire cube as Kaze saves Ai and the ship barely escapes.
Aired 05/02/2002EP 18 - Madoushi: The Battle of Kiri and Kumo

Final Fantasy: Unlimited
Ai and Yu, after reading their parent's research and after their parents' disappearance, they decided to go on search for them. They ride a strange train to the Inner World in search of their parents and meets up with Lisa in the train and together they begin their journey within the Inner World.
(Source: Anime News Network)