Yukihime

She is an ice-based demon who acts as the partner of Enma in their endeavor to return the escaped demons to the underworld. In the OVA, while she has a cold personality and certain disdain for Enma on the surface, she actually is in love with him but knows and regrets that they cannot be together since they are opposing forces (Ice/Flame). This situation plays an important part when she gets possessed by a demon. Her name means snow devil princess and its probably related to the Japanese folklore myth of Yuki-onna.

(Source: Wikipedia)