It's not unusual to see anime characters transform into animals or super-powered versions of themselves, but it's not every day that you see anime characters who can turn into weapons. This unique ability can take many forms, including everything from turning a single finger into a gun to fully transforming into a katana.
The most well-known example of this kind of transformation is Soul Eater Evans and the other Demon Scythes attending Death Weapon Meister Academy in the 2008 anime Soul Eater. These characters work together with shinigami in training to become full-fledged Death Scythes. Another beloved example is Yukine from Noragami. Yukine is Yato's "shiki" - meaning, that when the god Yato calls him by the name he gave him, he transforms into a powerful sword. Not all of these transforming anime characters come from anime that take things seriously, however - there's also a series of 1-minute shorts called Henkei Shoujo which features girls who transform into everything from fighter jets to mecha.
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Baby 5 is a former member of the Donquixote Pirates. She served as an assassin, using the powers granted by her Devil's Fruit, the Arms-Arms Fruit, to help her out. The Arms-Arms Fruit granted her the ability to change parts of her body into whatever weapon she chooses. Whether it's turning a single finger into a pistol or converting both arms into machines guns, Baby 5 has every weapon in the world at her disposal.
Mirai Kuriyama can't transform her entire body into a weapon, but she can remove her blood and turn it into a sword, a shield, or any other weapon she chooses. She's a youmu (demon) hunter, and this ability is extremely useful in helping her take out supernatural opponents. Despite its utility, other youmu hunters find her ability to be repulsive or even heretical and shun her. This forces her onto the margins of society and leads her to befriend Akihiko, a half-human half-youmu who is just as isolated as she is.
Elder Toguro is a major antagonist during the Chapter Black arc of Yu Yu Hakusho. One of the things that makes him so formidable is his shapeshifting ability. He can either transform individual parts of his body into whatever weapon he chooses or turn his entire body into a weapon which can be wielded by his younger brother. This is never actually depicted in the Japanese version of the show, but in the English dub, he claims that he could even turn into a machine gun if he wanted to.
Created via a demon contract, Aria is the The Demon Sword of the Wind - she just usually takes the form of an attractive young woman. She can transform into a rapier with wind-based elemental powers. In the past, she was forced to commit heinous acts of violence by the humans who wielded her. Her current master, Cecily, is someone who avoids excessive violence whenever possible, a fact which makes it far easier for Aria to trust her.