This is a documentary anime. As with Barefoot Gen (which was about the Hiroshima A-bomb), Megumi is about an actual event in Japanese history. It tells the true story of a 13 year old Japanese girl named Megumi, who was kidnapped by North Korean soldiers back in 1977. This anime is produced by the Japanese government as a public service message, to remind everyone of just how dangerous NK is. As it is primarily to raise awareness of this tragedy (which actually was only one of several similar kidnappings) it is being distributed for free as a downloadable file online (although a higher quality version is also available on DVD). The online version (not sure about the DVD) is available in many languages, including Japanese and English. The English version is either English dubbed only or English dubbed + English subs (which seems useless, other than as CC for the deaf). I found no Japanese + English subs version. I used FFMPEG to remux the audio of the japanese version with the video from the hardsubbed closed captioned English version, and by doing so I created one of my own with Japanese audio + English subtitles. I was planning on uploading it to Mediafire and posting the download link here, except if you read the terms and conditions of the Japanese government website I got it on, it says you are free to download it but not redistribute it (which seems silly if your purpose is to "get the message out" as a public service), so I'm not gonna post it here as your forum has a rule against piracy (and redistributing something against the wishes of the creator is piracy, no matter how dumb it is for them to wish it to not be redistributed, and no matter how many changes you made to the source material prior to redistributing).
What I will do is provide a few links to the official Japanese government's website:
Main page for this anime http://www.rachi.go.jp/en/shisei/keihatsu/anime.html
Download page for this anime http://www.rachi.go.jp/jp/megumi/index.html
Official download link for Japanese original version http://www2.cmjapan.com/megumi/wm/megumi_bb-j.zip
Official download link for English dub version http://www2.cmjapan.com/megumi/wm/megumi_bb-e.zip
Official download link for English dub + CloseCaption version http://www.giga-trans.com/megumi/jim...egumi_bb-e.zip
Note that the two English versions have identical filenames, so if you want both, you're going to have to rename one of them before downloading the second one, and the same for extracting the videos out of the zips (video files have identical names as well).