How do I find an old anime that played on HBO, Cinemax, or Action channel back in 2002-2004?

There is a fighting movie I saw that was pretty graphically good for its day. The characters were kind of looking like Mai from King of Fighters and Fatal Fury but in pink rather than red. And there was a chick in a really skimpy red outfit, and then there was a brother and sister that tried to kill them which were in white costumes and they merged together to form some super human attacking person. The characters fought with some super human strength stuff and all. I think they were in school too I forget. I forget pretty much everything else including the name, but it ran on either HBO, Action Channel, Showtime, or Cinemax back in 2002 - 2004. How could I go about looking for this anime?

On top of that, is there a list of every single anime to exist?