Yokoo's 3 Animation Films

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

Visually distinct shorts with zero traditional exposition or storytelling, they convey most meaning through absurdism 

Both are three short stories. Both have unusual, "simple" animation and can be trippy and mindfucking. Both have similar feeling. Both are psychological. 

Both are OVA that are compilation of unrelated stories by same artists. Both are weird, surreal and random. Both are somehow artistic. Both have short episodes. While Kago Shintarou Anime Sakuhin Shuu is more dementia, Yokoo's 3 Animation Films is more psychological.