Mizuiro (2003)

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Brother Kenji and his younger sister Yuki live in a house under the same roof. Their parents are often away, and she secretly yearns for her older brother. One day though, a girl suddenly appears from the closet in Kenji's room. Strangely, her body is transparent, and she looks like a ghost. Her name is Hiyori, and as it turns out she is a dear childhood friend.

However, when Kenji and Hiyori become close, Yuki is quite shaken, and she recalls an unpleasant childhood memory: A much younger Kenji receives an unwanted ring from a toy dispenser, and will only part with it in exchange for a yo-yo. Desperately wanting to be his bride and seeing the ring as a sign thereof, Hiyori gets a yo-yo, but must suddenly leave town and move away. Hiyori gives the yo-yo to Yuki, to hand on to Kenji. But Kenji's ring could never be given to Hiyori, thus a promise was broken.

It becomes clear that the events in their childhood are related to Hiyori's showing up now...