Anyone interested in Sakura Taisen (Sakura Wars) - whether a fan of the games or just interested in the anime - should definitely watch this 5-disc compilation of the entire 25-episode run of the TV series. Be aware, though, that the story told in the TV series is slightly but significantly different from that told in the OAV (and also from that told in the new manga version, which is now being published in English in the USA). I definitely recommend watching the TV series BEFORE watching "Sakura Wars: The Movie", because otherwise the latter won't make much sense to you at all and the TV series provides a tremendous amount of character development missing from the OVA. (Also, I strongly recommend watching the TV series and the movie both before watching "Sakura Taisen: Ecole de Paris", since that particular anime takes place in the timeframe between the series and the movie.)
Note also: the TV series has a lot of emotional heft to it and can get dark, almost somber in places, but I don't think it's much of a spoiler to say that everything works out in the end. HOW it works out, though, you'll just have to watch to find out! :)
P.S. On further thought, I wanted to put in a word here about the alternate-history background of this anime. Sakura Wars takes place in a timeline where steam appears to have become the dominant method of power generation and propulsion (right down to steam-powered telephones!!) and also where technology in this version of the 1920's is up to at least 1990's levels (computerlike machines and some form of virtual reality simulator are seen being used in several scenes, and there is obviously some kind of video technology as well). Also, socially and politically, the 1920's Japan of Sakura Wars seems to be a very different place from the 1920's Japan of our "real" time line - in fact, according to the new English translation of the manga, the characters for the Imperial era "Taisho" used in this series translate to "Broad Truth" in English, not "Great Truth" as in our actual history. Something to be aware of as you watch the show.