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Possibly the Darker Than Black manga...? I haven't read it, but that same mechanic was used in the anime. If not, was the world a more historical fantasy-type, or was is more of an urban fantasy?
I don´t think it was Darker than Black. I remember it as being more medieval fantasy, where people broke limbs or sacrificed parts of their bodies to devils/demons/spirits so that they could cast spells.
Edited by Ebofa My casket is pretty underground, you properly never heard about it.
I believe this was a manga, but it might have been a western comic, with a manga inspired style. All I really remember was it taking place in a world where you had to sacrifice part of yourself to cast magic. The main image I have is of a character breaking their finger bones to cast a spell.