Sacks & Guns (Sakugan!) is an adaptation of the novel Sakugan Labyrinth Marker, and that's a name worth breaking down. Sacks & Guns is or should be a nod to the theme.
Set in the far future, in Sakugan, people have been forced to retreat underground and live in a cramped city known as the Labyrinth.
Delayed because of you-know-what, the anime is based on a light novel and is set in the distant future where people live cramped below the surface in the "Labyrinth".
Exploring the Labyrinth's innards is very dangerous, any encounter with the mysterious giant creatures down there is likely to result in death.