Tokyo Shadow (1996)

An FMV adventure based on the eponymous light novel series by Aya Nishitani (the mind behind the Digital Devil Story novels, the basis of the Megami Tensei series).

This horror-detective mystery adventure game takes place within the streets of a modern day Tokyo, in the town of Shibuya.
The protagonist, Hedei is killed by a demon while going on a date with his girlfriend and subsequently becomes a ghost. He then becomes able travel between the spiritual world and the real world, defeating the demons roaming around the town, and finally, destroying the demon Megiddo.

The player can go around town looking for clues and finding the demons to advance the game. The game features different endings depending on the player's choices.