Christmas is coming and Hajime wants to do something special for Tsugumi, but she knows he trying to hide his search for Hell Girl. Then, Tsugumi starts to have a vision of Ai entering an old book store. Hajime goes to the book store, finding it vacant and finds an old magazine called "Bizarre Journal"; in it, he finds a chapter of "Purgatory Girl: Descend into Hell" with a picture that looked like Ai. The shop keeper sees him and says that a school girl came in earlier and also read the magazine. Hajime buys the magazine and reads it in the coffee shop. The chapter explains about a man wanting revenge for the death of his wife, by contacting Hell Girl through the "Purgatory Correspondence"; the way it works is to sent a letter to a "missing" address that will appear on the missing persons column. The address will only appear if the person has a strong grudge against their foe and Hell Girl will respond. The writer also explained the speech Hell Girl would often speck of and at that moment, Ai appears in front of Hajime. Then the Master comes and asks Hajime what is bothering him, but he doesn't answer.
Hajime goes to the retired publisher of Bizarre Journal, Iwasaki, and he tells Hajime of Kohei Kitagawa, the one who sent in the Purgatory Girl story, and he worked as an illustrator for the magazine. Iwasaki kindly gives Hajime the address where Kitagawa lived, but he highly doubts that Kitagawa is still alive, seeing that fifty years had past by. Upon arriving at the Kitagawa place, Kohei is indeed alive, but refuses to see Hajime, and orders him to leave. Hajime goes back to Iwasaki, who tells him the story of the Itabashi murders, an old cold case that involved three housewives that were brutally raped over a period of time, but they couldn't remember the culprit, and in the end, they were killed. Iwasaki states that Kohei's wife was one of the victims, and he used Purgatory Correspondence to send the murderer to hell. Hajime contacts a retired officer to find the murder records fifty years ago and the officer states that the murderer, Muroi disappeared before the police closed the case. At the coffee shop, Tsugumi has finished making a cake, and recalls a time when she and her mother waited for Hajime to come home on his birthday, but he didn't return until the next morning.
Hajime returns to Kitagawa, but the old man still refuses to let him in. Hajime talks to him about Hell Girl, but at that moment, Kohei falls to the floor. Hajime calls Tsugumi and apologizes that he won't make it to attend the party, she then yells at him, hangs up, and begins to cry. Hajime remains at the Kitagawa's throughout the night, even when Kohei orders him to leave. Kohei then softens his attitude, when Hajime lit a candle, therefore he tells Hajime about his life fifty years ago; when he worked as an illustrator, he would often leave his wife all alone. On Christmas Eve, Kohei returned home to find his wife, raped and murdered. Kohei knew about the culprit, Muroi, therefore he wanted revenge. He found a newspaper and Hell Girl's address appeared in an empty column and he summoned a letter to her. Then, Purgatory Girl appeared to him, delivering the black straw doll to Kohei, saying that she will grant his revenge. Kohei did pull the string, however, ever since then, he had been "battling against the mark", and he shows Hajime another room. Kohei states that Hell Girl is not evil, but only aids those wanting revenge, and he indebted himself to her. When the candle goes out, the light comes on, revealing numerous paintings of Ai, all done by Kohei. Then, one of the paintings sheds tears, and Kohei dies. He awakes in Ai's ferryboat, with Hell Girl looking at him, and he states that she is still beautiful as before, and she smiles.
Hajime returns to the coffee shop, realizing that he missed the party, and he sees his daughter asleep at a booth. The Master states that Hajime should be ashamed of himself for breaking his promise, but he should enjoy Tsugumi's cake. Hajime begins to eat it, saying it's good, as the Christmas tree outside begins to glow.
- This Live Action is remarkably similar to the episode Purgatory Girl from Jigoku Shoujo, though with some changes.