Gunslinger Girl Vol. III

The Gunslinger Girl game series is on the Playstation 2 and only available in Japan. The game is a rail-shooter type game where you play as one of several cyborgs fighting the Five Republics Faction and tracking down the rogue fratello of Pia and Earnest with a large assortment of weapons, which you gradually collect through playing the game.

Pia and Earnest never appaear in the manga or anime and they are never mentioned either.