"The streets here are continually enveloped in a white mist. Steam comes out of everywhere, covering the streets and buildings. Because coal was the only fuel available, this city developed an incredibly advanced steam technology. Unfortunately, villains take advantage of this white fog to commit countless crimes and continually baffle the police. At night, the white mist shrouds the darkness, intimidating everyone. People call this city enveloped in mist...Steam City."

The story focuses on a boy named Narutaki, who had been orphaned by villains years ago. With his butler Kawakubo, he continues his family's tradition by becoming a detective, using a special gun that can fire special projectiles with the use of various attachments. The crime-fighting team is completed with Inspector Yagami, a nurse named Ling-Ling, and her megamaton Goriki. Working against Narutaki and his team is the Tuxedo kamen-lookalike Lu Bread with Ling-Ling's sister Lang-Lang, Knight of Phantom, and many other villains looking to destroy Steam City.
The manga is by Kia Asamiya, creator of Silent Möbius and Martian Successor Nadesico and an inbetweener on Inspector Gadget, and the anime is by Xebec.
Most info from www.ex.org, Inspector Gadget connection pointed out by IanOji