Ah...I just Wikipedia-d Elfen Lied. I assumed the anime was like the manga (haven't seen the anime yet)...wow, it's not as bad as Full Moon wo Sagashite's divergence was but still...
Differences: *spoiler alert*
Anime:
When it is revealed Lucy killed Kanae, Kouta is very forgiving of her.
Manga:
When it is revealed Lucy killed Kanae, Kouta becomes vengeful and only tolerates the fact she's still alive because he believes Nyuu to be innocent.
Anime:
Lucy faces a firing squad in order to sacrifice herself, but Kouta hears the doorbell ring and sees a silhouette of Lucy outside his door.
Manga:
Kouta forces a promise from Lucy never to ever kill someone again but she doesn't keep it and realizes her immorality is forcing her to literally melt away. Both Lucy and Nyuu beg Kouta to kill them with a gun to make the pain easier. Kouta cannot do anything but oblige.
Years later diclonii are found as children to many humans and birth restrictions are put on until finally one physician finds the cure. Kouta, now an adult, and his daughter go to the tree where Kouta and Lucy first met (because Lucy promised she would meet him there someday). Kouta cannot find anything and cries because he believes Lucy has broken her promise.
However, Kouta's daughter finds a small bottle next to the tree. It's from "Kaede" (which is Lucy's real name) and it says that she liked being with him and hopes to play with him again (this was written while she was little). Right then two twins appear behind the two. The daughter says, "Kaede! What are you doing here?"
The twins reply,
"We are waiting here for someone. A very special friend."
Kouta turns towards the twins with tears in his eyes and the manga ends.
/spoiler
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My name is Fuzzle-san. I like making things go kaboom.