Kenshin.  In that case, it's pretty clear that the 
style/character designs of the OAV are different 
from the TV show because the general tone of the 
writing is very, very different.  The cute, goofy 
Kenshin of the TV series would look out of place 
in the somber OAVs, and the darker, dramatic look 
of the OAV chara designs wouldn't work in the TV 
series.

Also, as Drac mentioned, there's the issue of 
cost: OAVs and movies have higher budgets and less 
to animate than television shows, so you 
frequently see more elaborate, detailed designs 
(that in turn have to be painted less often) than 
in the cheaper TV shows.  Lodoss is a good example 
of this one.