PERSONA 4 the Animation: We Are Friends, Aren't We?

When Yukiko appears on the Midnight Channel, her best friend Chie leads the charge to rescue her. However, the police are out in force and arresting any suspicious characters - including Yu and Yosuke. When Chie goes to the station after them, she reports Yukiko as missing. But the police seem to suspect her involvement in the death of the TV hostess.