Is there any Anime which is about a fallen angel?

Well, the only one I know is Panty and Stocking.

There are some characters who are angeli in Makai Ouji if te haven't already seen it C:

Keroberos and Yue (CardCaptor Sakura)

Keroberos and Yue r two Guardians of the Clow Cards created da Clow Reed before his death..........he he eh

Angel Sanctuary

You'll really enjoy Kurama from Kamisama Kiss. He's supposed to represent a fallen angel.

Wish
Angel Sanctuary

DN angeli - This series is about two arch enemies, Dark, and Krad. Dark, who has Raven colored wings, is the notorious phantom thief, and Krad, who has white wings, is Dark's evil twin. They are not so much of fallen angels, but it is still very good!

The Devil Is A Part Timer - There is one fallen Angel in this anime. The Devil Is A Part Timer is about the dark lord Satan, and his right hand man, Demon General Aceil, trying to fit into human life.

Hope this helps ya!
-DemonGenLucifer

The Devil Is A Part Timer