From memory it is mainly a game series or something and a single OVA was made late last year. I have to admit that I was a fan of some of the fanart a while back and wanting to watch it, though discovered then that there was no no such anime, but later when it got released I never really got around to checking it out, maybe you tell me what you think of it.
Here is a link for ya Roxas, though I have not really checked the video, you might have to switch it to "Daily Player" if you don't use Firefox:
http://www.animeseason.com/black-rock-shooter-episode-1/
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Through dream I travel, at lantern's call
To consume the flames of a kingdom's fall