Gekkou no Carnevale: Hakugin no Caryatid

The story takes place in a city resembling Italy, known as Belmonte, with technology levels resembling levels in the late 19th century. In this city there are human-sized mechanical dolls known as "Automata" who serve the people of the city.

The protagonist, Romeo, is a taxi driver who originally was involved in a organization known as the "Olma Rossa". He finds one such automata in the shape of a young woman, who appears to have amnesia. He names her Anna, and they start to live together. However, sometime later, the Olma Rossa begin to catch up to Romeo, and an organization composed of automata also appears; thus, Romeo must fight to protect his current life.

(Source: Wikipedia)