I've only seen the first one, and it was about a year ago or perhaps two. I don't remember too much other than that it was really good, and kind of brutal (not just in the bloody way). I sort of liked the last battle scene, it reminded me a little of that final battle in Akira Kurosawa's "Sanjuro". Oh, for some reason I remember that the villain reminded me somewhat of Sephiroth. I think it was the samurai sword and the white hair, and the evilness.
Haven't seen Azumi 2 though