Minor Spoilers for Bungo Stray Dogs ahead!
OVAs, or "Original Video Animations," can often be overlooked as non-canonical side-stories included as bonus discs in new manga volumes, but they can also be excellent, must-watch additions to a series. In its four seasons running, Bungo Stray Dogs only has one OVA, and depending on how you've watched the series, you might have missed it, but it's definitely worth watching.
Bungo Stray Dogs: Hitori Ayumu, or Walking Alone in English, is a 23-minute OVA centered around Kunikida, whose busy schedule is interrupted by a sudden incident and a criminal with an ax to grind. And despite being released separately from the TV anime, it is not only canon, and kind of essential viewing, but is officially recognized at Episode 25 out of the total 50 as of the time of writing.
What is Walking Alone?
The OVA is an adaptation of Chapter 40 of the manga, set right after the events of Season 2, albeit with a few adaptive changes thrown in. Despite taking place between seasons 2 and 3, the opening and ending themes from Season 1 are attached to it. Were one to watch it without the knowledge that it's canon, one could be forgiven for thinking that it was an anime-original story.
The episode begins with Kunikida remarking - with considerable pride - about his tightly constructed and completely packed schedule for the day. He refuses to change his plans and demands that Dazai not do anything to mess with his plans, which of course he does anyway. However, even without Dazai's nefarious pranks, Kunikida finds himself in trouble.
A sudden incident pushes him to act, preventing a sudden bombing and introducing him to a young girl named Aya Koda. In real life, Aya Koda was the daughter of Rohan Koda, an author from Japan's restoration period, who often wrote autobiographical novels about the lives of women and Japanese culture.
In Bungo, she is portrayed as a fiery young girl who claims to fight for justice and insists that she help Kunikida track down the bomber, as she is the only one who saw his face. Kunikida begrudgingly relents after being bested tactfully by Koda, and the two investigate. From there, he comes face to face with a criminal from his past and sees his ideals challenged.
The main crux of Walking Alone is about answering the question of who is the leader of the Armed Detective Agency when Fukuzawa is not there. He's absent for the majority of the episode, leading the agency members at the office to speculate who the second-in-command is, with the episode going out of its way to illustrate Kunikida's qualifications.
The Connection to the Story
Considering the events of Season 3, it's kinda wild that this episode wasn't simply aired at the tail end of Season 2. Nowadays, it's right there on the page for Season 2 on Crunchyroll, and the same was true back when the anime was available on HBO Max, but anyone who missed it might have ended up being a bit confused during the Cannibalism Arc.
During the height of the tension in the third season, Fyodor Dostoevsky is shown to be in a room with a man tied to a chair who has a connection to Kunikida. At the same time, Atsushi and Kunikida are pursuing a man who can put an end to the crisis. The man who Fyodor speaks to is the antagonist of this OVA.
Just as the OVA culminates in a moral dilemma involving bombs, Fyodor recreates this dilemma later in the series but alters the variables so that Kunikida will be more likely to fail. Walking Alone not only sets up this moment in Season 3 but contributes a vital stage in Kunikida's arc that further emboldens his role in the agency and expresses his idealism.
Walking Alone is a small and entertaining story that is very much required viewing in the grand scheme of the story and if you're just beginning your journey watching the show, make sure to check it out. It's especially important, because, without spoiling too much, this OVA won't be the last time that Aya Koda appears in Bungo Stray Dogs.