Itazura Majo to Nemuranai Machi

The story is set in New York, which is lit up with Christmas lights. Tokyo Metropolitan Police officer Akari Kido is directing traffic while on her international exchange training program, when a witch-like character pulls a "Christmas Party" prank. Just before a runaway trailer truck smashes into Akari, a mysterious girl suddenly appears and shouts, "I'm going to protect New York and Akari!"
(Source: Anime News Network)