There was/is:
The OVAs - Various stories adapted from the manga, each focus more on one character then the others. The stories covered are The Moon King(I think that's the name of the beast), Gau's first meeting with Scarface and his acceptance of Elle, and the battle between Faury and Elle to settle their unfinished fight from the past. Later, all but the episode about Gau's meeting Scarface and accepting Elle got re-adapted into the television series.
The Movie - Deals with the origins of the Shadow Skills. Elle and Scarface teach Gau about the origins of the Shadow Skills and why they are used in certain ways. The animation was alot better then in the OVAs but the art style in the first OVAs was more true to the manga.
The Television Series - Covers majority of the manga, unlicensed and easy to acquire. Thus I don't need to explain it, instead you can watch it for yourself. =P
CG Shadow Skill - I haven't seen this yet.
