Another day, another ova, let's see what we got from Labyrinth of Flames.

Galan is a man obsessed with samurai and is willing to do anything to become one but as luck would have it, Natsu gives him a sword with the promise of more at her palace in Russia. Things get strange as it's revealed that Galan has been setup to marry Natsu but ends up in a fight with a couple of female theives who were tracked down by an American Interpol agent.
The title implies that it's a fantasy but it's just an off the wall comedy, probably best remembered for a few Bollywood dance numbers from one of the bandits.
There's no backstory, no way of knowing it's set in Russia bar the music, the dub comes down to "oh my god, Brock from Pokemon is swearing" and it's just plain stupid and this is a 2000 anime which you'd thought by the end of the 90s they'd be beyond this.
Final Verdict: This anime is terrible, the only thing I actually enjoyed was the music, Russian Folk Music is so catchy.