Lucky☆Star OVA

らき☆すた OVA

The OVA features six separate stories revolving around the cast, some of which border on the bizarre; one of which is an MMORPG environment being played by Konata, Kagami, Tsukasa, and Nanako Kuroi, and another in which Kagami has a "suggestive" dream about Konata.

(Source: AniList.co)