Satsujinkyou Jidai

Both are collections of short stories. Both havel old, weird, even surreal animation. Both have short episode(s) and both feature shooting duel. 

Both are short, surreal movies. Both have hard to grasp stories as they are made to be more as a piece of art than a story. Both feature severed extremities. While Usagi ga Osoi is more of a dementia/horror, Au Fou is more of a fantasy.