Legend of Zelda Four Swords.

Twin sisters Diamond and Sapphire are found unconscious outside of Hyrule castle after Link pulls the Four Sword out of it's pedistal in order to find a way to save his childhood friend Princess Zelda who has been kidnapped. Breaking the seal of the evil wind sorcerer Vaati. The girls both have amnesia and only remember three things, their names, each other, and their age. However they both have a strong feeling that this all happened before. To add to the mystery both girls appear to have known Link from a different time and seem to have strong connections to the mysterious Shadow Link. They join Vio, Red, Green, and Blue on their quest to save Princess Zelda, possibly all of Hyrule, and hopefully regain their lost memorys.
Note: This follows the story line of the manga so spoiler warning.