I remember a few years ago, I watched a little bit of an anime where the main character was a boy in blue with an arm cannon. I recall the talking blue arm cannon as being a wolf's head, though that might not be correct. I know it was some kind of animal head (note: cannon might also have not talked, but it was definitely an animal head).
I've been thinking about checking the shows Toonami used to air but I can't find a collection of their shows. That might be a good place to start looking.
It's not "Space Adventure Cobra!", nor is it Mega-Man (unless there's a version of mega man that has a talking arm cannon)