Slayers

Slayers is an Anime series that parodies RPGs with the story of Lina Inverse and Gourry. The stories take place in a medieval style world (mostly) with magic of course. Most of the show goes in cycles starting out severely humorous, then slowly working towards serious until at the end of the cycle the fate of the world (of course!) hangs at the balance. Until the very end of each of these cycles though, even the most serious moments will usually have a few short comedic relief moments.