Actually, ROD the OAV is very loosely based on the original manga ROD. ROD the TV series is based on the sequel to the original manga.
ROD the TV series has Yomiko in it later on (whoops, spoiler) and Nenene was her best friend (who seems to have an interesting crush on Yomiko). Nenene is looking for Yomiko, who seems to have disappeared, and she is joined with the three Paper Sisters Detective Agency, who have paper powers as well (though not nearly as powerful).
The action is very nice in some episodes, but mostly it's about a bonding between the three sisters and Nenene. It gets very sappy at times, with those "awww, how cute" moments.
If you've seen the end of the OAV like you said you have, you'd know that Nancy is no longer the same as she used to be. And yes, she does show up as well.
I love the Read or Die OAVs. They tie with Trigun as my most favorite anime. I've been going through the TV series. Not...as good. I'm still entertained, but so far not as good. Granted, I'm only part way through. I do like Maggie, though. Creat character.