Episodes 25 & 26, added to DVD.

It is a harsh and barren wasteland, where the weak aren't allowed to dream. It is also a sacred land for true men, for there is no place a man can feel more alive. This is the Gun Frontier. Sea Pirate Captain Harlock and the errant samurai, Tochiro arrive in the United States on the Western Frontier. Along with a mysterious woman they meet along the way, the two friends challenge sex rings, bandits, and corrupt sheriff. They are searching for a lost clan of Japanese immigrants, and they will tear Gun Frontier from end to end until they find it. (Source: ANN)

Azmaria Hendrick gives some background information on characters and the setting, with flashback scenes from the Chrno Crusade series itself. Released with DVD volumes 2-12.

A virtual multiplayer online role-playing game exists, known as "The World." In "The World," there is an event held in the Dungeon of Nankoflank that Mimiru, a character in the game, undertakes with Bear, another character of the game. Mimiru confesses to Bear that she's not doing the event for the treasures or experiences, but for the memories and experiences of when she had first started playing. The two later meet a certain character named Mimika and together, the three proceed through quests and events as Mimiru learns the meaning of the game. [Written by MAL Rewrite]