Chrono Crusade - Season 1 Episode 2 The Covenant

Elder, a mad scientist, is responsible for the equipment the soldiers of the Magdalene Order use. And he has just invented his latest masterpiece, the "Spirit:" a bullet that, as the devil sealed inside of it begins to materialize, transforms the released spiritual energy into a powerful destructive force. Rosette, who is entrusted with the Spirit, loads it into her gun during a mission--and then promptly loses both gun and bullet! Rosette and her friends scramble to find the Spirit before Sister Kate discovers it's missing, but it's already too late: the bullet has fallen into the hands of a devil...