End of the world blues - Jon Courtenay Grimwood

Kit Nouveau didn't escape himself when he flew to Japan. He runs a bar in the Roppongi district of Tokyo and is having an affair with the wife of a High Yakusa ganglord. All
things considered being held up at gunpoint isn't a complete shock. The pale girl in the black cloak appearing from nowhere and punching an ivory spike into the man's head on the other hand . . .

Nijie has stolen fifteen million dollars, she's on the run, she's just killed a man and she has a cat who knows more than it should. It's a lot to deal with when you haven't even left school.

But Nijie is really Lady Neku. And it is time for her to stop mewling in the darkness.
And suddenly, the girl who became Lady Neku understands she's never really been anyone else.

And in a sentient castle at the end of world Lady Neku otherwise known as Baroness Nawa-no-ukiyo, Countess High Strange and chatelaine of Schloss Omga realizes that a man called Kit has stolen some of her memories.