The anime/comic they are from is Mai-Hime. And in an alternate universe (season 2)- Mai-Otome.
The characters are Shizuru Fujino(left) and Natsuki Kuga(right)
The anime is my favorite practically ever- these two have a particularly tragic bit that they play in the series. Im not going to give anything away, but you have to go watch the series to learn more (or wikipedia, but thats cheating )