Kaze no Matasaburou (Series)

A foreign transfer student from the city arrives one day in a Japanese country town. Enchanted by his air of mystery, his classmates nickname him "Matasaburou the Wind Imp" after a local legend. Eventually they become friends and spend many days playing in the countryside. One windy day, Matasaburou returns to the city, leaving his classmates to speculate that he really was Matasaburou the Wind Imp and that he flew away on the wind.