After treating my brain to an overload of uncomfortable thoughts lets tone it down for Carnival Phantasm.

For Type Moon's 10th anniversary it was decided that they would take their popular franchises, Fate Stay Night, Tsukihime and Melty Blood and turn it into a laugh out loud fun OVA, poking fun at it's characters and throwing them into a number of absurd situations.
For a show like this it comes down to familiarity and gags as to whether you enjoy this or not; each episode starts at a cafe owned by Neko humans who kick start the madness and ends with Taiga and Ilya concluding the madness.
So just a selection of what to expect:
The adventures of Phantasmoon
Dating games going wrong
Saber gets a job
Berserker goes shopping
and many more.
Personal favourite is Tsukihime beach volleyball and Holy Grail Grand Prix.
It's not essential to know these characters or their series to enjoy but some gags fall flat if there isn't such familiarity with the shows; Tsukihime cast in particular can be plagued by this and there are one or two cast members which didn't need the screen time.
No dub but probably wouldn't work with one and the opening theme is the catchiest in anime history.
Final Verdict: it's fun entertainment with something for everyone.