So... is Yumekui Merry finished or not?
NO, it is not finished.
Why?
The anime finished before the manga:
Anime finished: April 08, 2011
Manga finished: November 24, 2020
MangaUpdates contains information about the anime adaptation and indicates that it is incomplete.
Watching Order (by release date)
Here you have all the anime relations we detected ordered by release date, so you can see the reason for this status in context and also use it as watching order.
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Synopsis
Yumekui Merry follows Yumeji, a high school student with the unusual ability to see people's dreams. He uses this talent playfully until his own recurring nightmare begins to bleed into reality.
This intrusion is caused by dream demons, beings from the dream world seeking to enter the real world using Yumeji as a vessel. However, he's rescued by Merry Nightmare, a mysterious dream demon who can manifest physically without needing a host.
Together, Yumeji and Merry must confront the growing number of dream demons attempting to invade reality and prevent people's nightmares from becoming real.