Record of Lodoss War
And as far as I can tell, I should watch it in the order I have listed here.
IIRC from what I read Chronicles of the Heroic Knight starts halfway through the OVA and follows more closely the original D&D campains, while the 2nd half of the OVA series works to an anime-original ending.
(have all 4 of those, but still need to watch Crystania and Rune Soldier; once marathoned all of Chronicles of the Heroic Knight on a single day...)
And then there's also the manga, which was translated back in the days when they mirrored/flipped manga to read in western order and is now rather OOP...
Record of Lodoss War: The Lady of Pharis 1-2 (prequel to the anime)
Record of Lodoss War: The Grey Witch 1-3 (AFAIK about first part of the OVA)
Record of Lodoss War: Chronicles of the Heroic Knight 1-6
Record of Lodoss War: Deedlitís Tale 1-2 (shoujo-ish Parn/Deedlit side story)
Record of Lodoss War: Welcome to Lodoss Island! 1-2 (AFAIK 4koma comedy manga (too lazy to check mine); vol 3 never released in English
(oh wow, didn't expect that: madman.co.au (Australia) still has 11 of those 15 volumes in stock for cheap (well except for the shipping...