Utawarerumono: Itsuwari no Kamen

When I came to, I realized I was standing in the middle of a vast, snowy plain I knew nothing of. I didn't know how I got there. And to add to that, I couldn't remember anything, not even my name. I stood there, dumbfounded at my absurd situation. But then, as if to spite me further, a gigantic monster suddenly appeared, an insect-like creature that began to bear down on me. I tried desperately to run, but it cornered me into a hopeless situation. It was then that the girl appeared. Her name was Kuon. It was this beautiful girl, who bore an animal's ears and tail, who saved my life.

(Source: Anime News Network)