Here be the people who bring the story of Gungrave along. Gouge your eyes now if you don't want to see any spoilers. Seriously, if you're new to this and don't want it ruined for you, don't look on.
Brandon "Beyond the Grave" Heat
Personality: Passive, reserved, and loyal.
Despite being a very reserved and quiet dude, Brandon narrates Gungrave. He is the best friend of Harry MacDowell and almost like a son to Big Daddy. Brandon clearly likes Maria but he really doesn't do anything to pursue her. Yeah the box claims he joined Millenion just to be close to her but he soon lets go of his reason for joining. After willingly taking on some of the dirtiests tasks, he feels unworthy of Maria and begins to distance from her.
Whether or not Brandon is truly loyal to Millenion or Harry, it'll be found out soon enough as Harry kills Brandon off. In a conflict of who to remain loyal to, Brandon doesn't kill Harry and ends up being killed off himself.
Brandon knew Harry would eventually become corrupted so he requested Dr. Tokioka to Necrolyze him if he would ever die. Brandon's wish was to be brought back to life and stop Harry if he was ever needed. Yeah, dude with the grey hair, hat, and shiny guns is him.
Harry MacDowell
Personality: Ambitious, go-getter, and tricky.
Harry is very sharp and the brains of Brandon and his group while growing up. Somehow, he is a lady's man and often cons women of their money before joining Millenion. Both Harry and Brandon were orphans who had a rough life. Harry strongly yearned to be free from that kind of life. As he put it, he wanted to be free to take and give whatever he wanted. He was so obsessed that he ends up becoming very corrupted where he betrays Millenion and eventually, Brandon as well.
Don't be fooled by what he becomes. He might be an asshole but he actually loves his wife Shera, and does whatever he can to spoil the kids in the orphanage that he and Brandon used to be tortured at.
Jester
Personality: Protective.
Jester is the guy who has raised Maria. He's done some dirty things in Millenion and wanted to atone by taking Maria in. Although he wants Brandon to stay away from Maria, Jester actually helps Brandon when he needs it. Jester is a really close friend of Big Daddy.
Maria Asagi
Personality: Unselfish, strong, and clever.
This woman is the supposed reason that Brandon joined Millenion. One day, Brandon and Harry were walking under an underpass and they notice three dudes were about to rape her. Harry minds his own business while Brandon rushes off to save her. He kicks everyone's ass, notices that he has a thing for her, and the lovey doveyness starts off from there.
During a confrontation that Brandon and Harry have with some guy's brother, she loses her uncle that she was living with. After he dies, "The President" takes her in as a favor for her dead uncle. From then on, she lives life being shielded from the truth so she can live the most normal and happiest life as possible.
Dr. Tokioka
Personality: Regretful, cowardly, and guilty.
Dr. Tokioka is the man behind the Necrolization project. He often laments that he's going to hell and resents his research but continues it anyway. He feels that he can do nothing to redeem himself and says that he's going to hell anyway. Dr. Tokioka sustains Grave's body later on.
Bunji Kugashira
Personality: Tough, stubborn, and rash.
Bunji was originally hired by Lightning to kill off Harry. Harry being the negotiator that he is, convinces Bunji that the people he's working for has no honor. So Bunji brings Harry's "dead" body to Thunder's hideout and as suspected, the gang tries to kill off Bunji.
Luckily, Brandon shows up in time to help. Bunji joins Millenion shortly after and becomes Brandon's apprentice. Bunji might have more personality than Brandon but Bunji's an even colder blooded killer than Brandon. Bunji is tough and full of pride but there's some gentleness in him. He has a pet cat he calls, Little Partner, that he takes care of.
Blood War
Personality: Arrogant.
Blood War is a convict that got out of jail after 8 years for killing 327 people. He is a member of Volcano and a close friend of Cannon Vulcan. Both Vulcan and Blood were drafted into the Vietnam war. Since then, Blood had always wanted to fight, often declaring the city as his battlefield.
Before leaving to Lightning with Vulcan, Blood knew that he couldn't leave Volcano yet. He would only be allowed to go to Lightning if it would benefit Volcano in some way. So he talks to his boss about it and is allowed to go free instead.
Blood wields two guns. One gold and the other silver. During the war, Blood entrusted Vulcan with his silver gun. After finally getting out of jail, Vulcan returns the gun to Blood.
Cannon Vulcan
Personality: Ambitious, manipulative, and bloodthirsty.
Vulcan is the older brother of Balladbird Lee. He is part of the Lightning gang. Both he and Blood were drafted into the Vietnam war. Since then, he's always wanted to fight.
He began forcing Dr. Tokioka into the Necrolyzation project. With these "invincible" soldiers, Vulcan thought he'd be the most powerful man. He planned on using the dead bodies to wage a war against the world and win.
In order to do this successfully, he had to take down Millenion. Millenion, being the most powerful, would only get in the way of his war. He kills his father and sends Lee to pose as a loyal member. Lee has been leaking Millenion secrets to Lightning until Harry got involved with Lightning's secret project.
Laguna Glock
Personality: Twisted and obsessed.
Glock is the scientist who continues research into the Necrolyzation project when Dr. Tokioka disappears. Harry hires him on the spot after the prototypes lose control and destroyed the lab.
Bear Walken
Personality: Calm and collected.
Walken is a senior member of Millenion. He leads Millenion's top shooting group thingy, whose name escapes me at the moment. Walker is the father of Harry's soon to be wife and is one of the few members that barely lasts until Millenion is nomore.
Characterwise, Walken is stern and very loyal to Millenion. Outside of that, he appears to be very Japanesey where he lives in a Japanese house and appears to be a good swordman as well as one of Millenion's top sweepers.
Balladbird Lee
Personality: Freaky, bloodthirsty, and treacherous.
Lee is a freaky Chinese man with unmatched speed and uses needles for combat. Since the beginning, his brother killed their father and had Lee join Millenion undercover. That changed when Harry convinced him to stay on his side.
Bob Poundmax
Personality: Intelligent, malicious, and cheery.
Despite his appetite, Bob is the guy who collects intelligence in Harry's group. There is nothing that Bob doesn't know and if anything, he'll know what will happen before things start. Bob is possibly the sole reason why Harry got where he did. Without Bob, Harry probably couldn't of ambushed his enemies or hide his secrets while climbing the ladder.
Mika Asagi
Personality: Peppy and naive.
Mika is the daughter of Maria and Big Daddy. She never met or even knew her father was Big Daddy. For most of her life, Maria lived in a secluded area. Safe and far from Millenion, as well as with Big Daddy's head butler. Mika lived a sheltered and normal life until Harry found out Maria's location.
Mika witnessed Harry's men kill her mother as well as the butler, killed by an orgmen. She is left with nothing but a suitcase and tries to find the address that her butler told her to go to. Mika does that. Dr. Tokioka finally revives Brandon to protect her from a mob of Orgmen attacking his trailor.
Mika is not too different from the average girl. She reacts to this sudden change in her life as any other person would: scared, confused, naive, and curious. Oddly enough, she claims to love Grave, her Mother's old sweetheart. After losing her normal life, Mika felt Grave to be the only family she had left.
Big Daddy
Personality: Loving and loyal.
Big Daddy is the founder of Millenion. For a very powerful guy who runs the mafia, he is very compassionate and bases Millenion on harmony. He committed a ton of crimes to get where he is at so that explains the change of heart. He started Millenion for the sole purpose of protecting his family and friends.