Yes, it contains nudity and some of the most twisted sex-related scenes I've seen in anime (later I found a YouTube video including it in the top 10 of most twisted scenes in animes), one of them (careful, sensitive content below)
including Lady Farnese and a horse.
When I saw it, I thought, "What's going on here, is this aired on TV?" As a matter of fact, I believe an anime like that would be forbidden for all ages in some (or many?) countries.
