It's Fate/Zero! It's neither a game nor an anime, but four volumes of light novels that are the prequel series to the Fate/Stay Night game/anime. It has some characters from Fate/Stay Night (like Saber, Gilgamesh, and Kotomine), some are fleshed out more (Shirou's dad and Ilya's mother), and has a whole new set of Servants. For example, my favorite servant is Rider, also known as Alexander the Great.

If you're familiar with Fate/Stay Night, I highly recommend the novels! In my opinion, they're better than what they're spun off from. Baka-Tsuki has three volumes translated, and they work at a steady pace.