Probably seen it around early 2000s.

It was kind of a scary show for me back then because there were a lot of monster.

The samurai kind of live in a temple and he is a very skilled warrior.

I think there was a girl , maybe a geisha.

There were a lot of dark misty like monster like Japanese style devils.

The samurai was running away with the girl and killed a lot of monster.

But at the end he died and turn into a butterfly.

I am not sure if it was a anime or a movie or just a show ..