Darker Than Black: Gaiden

There is a four part OVA feature which more or less branches the first season of Darker Than Black to the sequel series Darker Than Black: Gemini of the Meteor. Remember that the first season of Darker Than Black has one OVA episode to its credit, but that episode has nothing to do with this four part OVA dubbed "Darker Than Black Gaiden" and actually takes place somewhere during the last third of the original series. 

I really wish I would have watched this four part OVA before I had started Darker Than Black: Gemini of the Meteor. Again, it's poor product placement to have a prequel series be placed after the final episodes of the show it is supposed to be a prequel to. Essentially, this OVA describes what the sequel show only hints at. It shows Yin becoming gradually possessed by some Gate being and how Hei separates from her and eventually winds up working with the CIA. It illuminates the ending of Darker Than Black: Gemini of the Meteor just a little bit. It even shows how Hei's mask ended up getting scratched. 

Having watched it, I have to say that I sort of like the second season of the show a little better because this OVA more less helps to establish the transition easier from one series to the next. 

I suppose it's not mandatory viewing if you plan on watching the second series, but this four part OVA is worth watching on its own so I recommend watching it before the second season.