Comedy anime about an American student going to Japan
That sounds a bit like Labyrinth of Flames. (Ignore the plot description on that page; it's absolutely, utterly wrong. I just linked it for the extra picture.)



The main character is a Russian obsessed with samurai who's invited by a Japanese girl to her family estate, which is a big ninja mansion. She gives him a sword to seal their marriage since she wants him to defeat her rich fianc&eacute;. Her father is spending time with two sexy women who turn out to be ninjas in disguise trying to steal something from him. There was a blonde American cowgirl in a Jeep who I think was some kind of reporter, although she carried a gun (a revolver, of course). 

There was a ton of nudity and barely any plot. It sounds quite a bit like what you're describing.