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)

Her name is Mikami and she is a Ghost Sweeper by profession. She's also the sexiest exorcist/bounty hunter you will ever meet! When an evil vampire sorcerer returns to Tokyo after a 100-year absence, Mikami is hired to track him and his menacing assistant down before they take over the city.

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.