The beginning: Alexiel is in love with God, but the one favored by God is her twin brother Rosiel. Soon God "disappears" and Alexiel rebels against heaven, which is under the rule of a dictator. She fights against Rosiel, but instead of killing him, she seals him away in the Earth. However, her rebellion is unsuccessful and she is captured and punished. Her punishment is to have her soul and body seperated. While her body is inanimate and incased in crystal in heaven, her soul will reincarnate on Earth
as a human being that will die a young and violent death, again and again, as an outcast from society -- despised and rejected.
Fast forward to her present reincarnation - a delinquent teenaged boy named Setsuna Mudou.
God is dead, and the end is coming unless the fallen angel Alexiel can reawaken and prevent it. He happens to be in love with his own sister, Mudou Sara who loves him in return. Struggling to stay together in a world bound to condemn them, they attempt to find happiness. But, Setsuna's destiny catches up with him...for he is the "Messiah". Kurai and Arakune, two "Evils" from Gehenna run into Setsuna and recognize that he is the Alexiel, so they continue to follow him around to see if he will truly be the Messiah.
Also... a strange video game called "Angel Sanctuary" is responsible for the odd behavior of many people and several mysterious deaths. The video game was created by an Angel named Katan, who is loyal to Rosiel. The game sucks the energy from the user and gives it to Rosiel so that he will have the strength to awaken from his sleep in the Earth. This game turns one of Sara's friend's against her and this same friend gives Rosiel the energy he needs to awaken. Once Rosiel awakens all hell breaks loose for Setsuna...both Rosiel and his allies keep attacking Setsuna, until finally Kirie (a young angel in love with Rosiel) tries to kill Setsuna. As she shoots an energy blast Setsuna's way, Sara steps in front to save her brother....and died.
A determined Setsuna, with the help of his friends, begin his journey to Hades to find his beloved Sara - where a huge battle between angels, demons and a lost God is about to begin!
Sadly, the Anime only covers up to the story plot where i mentioned. The manga, however, covers the entire story on Setsuna journey to Hades.