In the anime City Hunter, I am trying to find the episode where Saeko asks Ryo to go out with her. But when they arrived at the hotel she told him to go and had a waiter hand him a note, telling him to wait for her outside. After that, she is taken to a huge ship; while this occurs, Ryo follows her.
You might looking for City hunter 2 episode 30 ("Ryo, Please Be Deceived: Present to a girl from Saeko")
I Hope this is the episode you looking for.
EDIT : I have removed video link as it was not legal to add it in comment.