Wicked City (1992)

A peace treaty between the Earth and the Black World, a parallel universe of demons, is coming to an end. Two cops, Taki, a human male, and Maki, a female demon, are assigned to protect a diplomat who will help secure another treaty. A radical group of demons from the Black World are out to assassinate the diplomat and prevent the treaty; only the bond that forms between the two cops can save the Earth from destruction.