Anime about a boy and a girl chased by a group of thiefs
This is Nadia: The Secret of Blue Water:


  The series centers around Nadia, a young girl of unknown origins, and Jean, a young French inventor. Early in the story, the two protagonists are chased by Grandis Granva, Sanson, and Hanson, a group of jewel thieves who pursue Nadia for the blue jeweled pendant she possesses. After being rescued by Captain Nemo and his submarine, the Nautilus, the jewel thieves and the young protagonists join forces and participate in the struggle against the Neo-Atlantean forces, who seek to dominate the world.