Fate/Zero (フェイト/ゼロ) is an action/fantasy (also with some horror and thriller) anime which aired in Japan between October and December 2011 (first season), and between April and June 2012 (second season).
It is a prequel to the Fate/Stay Night, taking place 10 years prior to the plot of that one.
In this story, the details of the 4th Holy Grail War are explained. This War is a contest where seven mages summon seven Heroic Spirits to compete to obtain the "Holy Grail", a legendary artifact which is supposed to grant the possessor any wish. In the Fate/Stay Night, another Holy Grail War would take place, with new protagonists.
Each Heroic Spirit has a history, and is a reincarnation of a historic/legendary figure.
One of the main characters, the Heroic Spirit Saber, is the reincarnation of King Arthur, wielding the power of Excalibur.
One of the most spectacular aspects of this anime is its animation quality. It's absolutely superb! If you like good fights, good action, with some mystery behind, this one is for you.
I leave you an AMV for this anime! Enjoy!