Final Fantasy VIII
The Gunblade first appeared as a weapon in Final Fantasy VIII and it has become widely recognised since. The premise of the weapon is what makes it very unique; not only does it offer the full functionality of a sword, it also allows the user to wield a powerful shotgun that is connected to the sword.
While this not only made the weapon look and sound extremely cool, it also allows for the user to perform two attacks in conjunction with each other. The general pattern would be a strike, and then a blast with the shotgun attachment. This especially comes into play during Squall's limit break Renzokuken.
Squall Becomes Partly Immune To Blind Status
The addition of the Gunblade in Final Fantasy VIII allowed for a whole new level of interaction, since every time Seifer or Squall attacked, pressing R1 with the right timing would cause the Gunblade to fire its gun attachment, effectively acting as a critical hit.
This meant that even if Squall Leonhart or Seifer were blinded, they could effectively never miss. Even if their initial swing with the blade missed the enemy, the gun attachment would still fire and cause damage. While the damage wasn't the maximum that it could be, it was certainly better than doing absolutely nothing and it made fighting against Malboro slightly more bearable.
Dirge of Cerberus: Final Fantasy VII
Weiss uses two very unique katanas in Dirge of Cerberus, as they each have gun parts attached to them. They are similar to those featured in Final Fantasy VIII, but more closely resemble the version seen to be used by Genesis clones in Crisis Core. The gun barrel is very long, making them potentially more useful as a long-range rifle than as a close-range extension.
Apparently, the Restrictors also used two katana for their weapon of choice and this could be one of the reasons why Weiss adopted the choice of weapon. He also decided to give them names, with one being called "Heaven" and the other being called "Earth".
The gun part of Weiss' Gunblade also features a revolver-like ammunition system, which means that each of his blades can carry six bullets at any given time.
Crisis Core: Final Fantasy VII
The usage of a Gunblade in Crisis Core: Final Fantasy VII was quite brief, but it was very obvious. The Gunblade itself is wielded by Genesis Copies and they first appear when Zack ventures to Junon.
Unlike other versions of the Gunblade, which are more focused around the blade, the version used by the Genesis Copies is much more gun-centric. It effectively looks like the blade elements have been shoved on as an afterthought.
Even though the gun looks exceedingly top heavy, they still wield it with good proficiency, but there does seem to be an unlimited amount of ammunition supplied to the gun even though there is clearly a finite limit due to the revolver-esque reloading system.
Final Fantasy XIII
Lightning wields a form of Gunblade in Final Fantasy XIII, but it is far more advanced than the ones used by Squall and Seifer due to its ability to morph between forms.
Lightning's Gunblade can alternate between being a gun and a sword depending on her requirement. This means that unlike the Gunblade seen in Final Fantasy VIII, it must change its form before it can be used for the other task. Additionally, it appears to be more of a rifle than the previously seen shotgun.
Despite this ability, Lightning only uses the gun-form of her weapon during cutscenes. In actual combat, she only ever uses it as a melee weapon.