the following review is based on the japanese episodes that I (wampaq) saw, so the review isn't very complete. However as more episodes come out in English the review will be redone, to make it more complete.
All four of our favorite people are traveling and try to enter a large city, but they aren't let in. So they go to an orphanage, or at least their are a whole bunch of kids without parents there. I'm pretty sure that's where Wolfwood came from. Anyways it gets around that Vash is there and people come looking for him. The people are shooting at the orphanage, and none of the kids not even the little blonde kid with the weird thing in his ear (I mentioned him, because he's important). Then these giant sand worms come out of nowhere, and everybody is trying to get away, the bounty hunters, vash and the kids everybody. Eventually they end up on a building top and right before Vash is going to save everybody by shooting one of the worms which is against his morals of killing a a living thing he shoots the weird thing out of the blonde kids ear, and the worms stop. The kid reveals himself to be Zazzie the Beast a Gung Ho Gun. He is obviously really mad at something for becoming a Gung Ho Gun and I think it has something to do with him not haveing parents, but I'm not sure. So Vash and Meryl reason with him (Wolfwood and Milly were rescuing a kid somewhere else so they are just now coming back). They are getting through to him, and as he lowers his guns, Wolfwood shoots him. Vash and him have a fight over why he did that, and the episode ends.