Angel Beats has something like that. Though characters do die but come back to life since they are already long time dead. It's a comedy.
Dennou Coil had a war like that at the beginning of the series: Guys VS Girls
Rozen Maiden, dolls fighting each other. No one really dies but second season is a bit more serious.
Sengoku Otome: Momoiro Paradox is a nice choice if you don't mind an all girl world and a tint of yuri. Not echi.
Shugo Chara!, two groups of people are constantly fighting there. Done magical Girl style.
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