There are ton's of good anime set in Fuedal Japan, Ninja Scroll being the best (one of the best anime ever brought to America). Raven Tengu Kabuto and Sword of Truth are also pretty good. I never saw the second Ninja Scroll movie but was told it wasn't very good.
Lodoss War is so D&D that it suprises me that it didn't come with a D&D logo on the front. It is good but there is much better out there. Never saw the second series.
The Historic Legend of Arislan is real good if you don't mind that they never released all of it here. It just stops.
The Dagger of Ka Mui is a old anime that ends up with ninja's in the old west (I think Mark Twain was actually in it, it's been a very long time).
There is a Romance of the Three Kingdoms movie out there (called Great Conquest)
Legend of Lemnear is not that good and there are dozens of simular anime out there like it.
Legend of Lyon Flare is pretty much anime porn. (it may go under a different name here now, it was from the late 80's)
Princess Monoke was very good storywise but was very deep, you had to pay attention and It wasn't as action oriented as some of the others.
Dragon Knight and Dragon Pink are two I can't actually remember much about, I think both were ok although I seem to remember both being very adult oriented (Dragon Pink was comedy, I'm pretty sure of that)
Vampire Hunter D is one of the first anime I ever saw (along with Fist of the Northstar) It is extremely good but shows it's age. I have not seen the new Vampire Hunter D movie.
Bastard is about a Sorcerer, it isn't that good and is very adult but it was fun. Used Magic a lot like in D&D (only had a certain amount of spells, etc...)
Berserk looks to be very good, I just started it (two dvd's in) and I am very impressed.
That's all from my personal collection, (man I own a lot of crap). I have heard that the Slayers is pretty good too but I have never seen it. Inuyasha on Cartoon Network is very good. I'm just getting back into Anime (mostly thanks to the Anime thread here)
http://enworld.cyberstreet.com/showthread.php?s=&threadid=29883