Worth a Look: Haibane Renmei
In fact, she is like the other girls who help her from her cocoon and look after her while her wings break through. They can't remember their past lives, either, and have named themselves for the dreams they had while in the cocoon. For this reason the girl is named Rakka, which means falling.
The girls live in an old building in a small town that is completely walled off from the rest of the world. Only the birds can fly over it, and only one group of people, the Toga, are allowed to come and go through its gates.
Rakka and her friends are not the only "charcoal feathers" in the town. There is a group of boys. The two groups have been seperated because of some incident in the past which is one of the mysteries Rakka needs to unravel if she is to save not just herself but also a friend who is approaching her last chance at salvation. If they can't learn to understand themselves, if they can't ascend, they'll be stuck, like the Haibane Renmei of the title who seem serene enough but who have missed their chance and can never leave the walls of the town.
My feeling was that Rakka and Reki, if not the others, have landed in this place because of suicide. However I read somewhere that while others have thought this as well, the author says that was not his intention at all. It's definitely something you can work out for yourself in the quiet and intriguing story.
The music is worth a mention here, too. Some reviewers hate it, but I love it and feel that it complements the story beautifully.
Really worth a look.