I remember watching this one episode of an anime as a kid; I only remember bits and pieces.
There was a girl in a kimono who looked similar to Fuu from Samurai Champloo. She carried a hand gun because she was useless. There were two guys with her. One I can’t remember but the other guy was wearing a cloak I think and had a Gatling gun for one of his arms. They had to fight against a female demon I think?