Cybill would often steal storylines directly from the Ellen (1994) sitcom. This episode is no different: almost scene-by-scene, they copied the robbery being in progress while the protagonist & her friend are home, the self-defense class, the male mannequin sitting on the couch and serving as crime prevention, they even shamelessly lifted the title from Guns 'N Ellen (1995), which aired the year before.
The title comes from the Broadway musical "Annie Get Your Gun" with lyrics and music by Irving Berlin, and book by Herbert Fields and his sister Dorothy Fields based on the life of Annie Oakley. The original Broadway show "Annie Get Your Gun" opened at the Imperial Theater on May 16, 1946 starring Ethel Merman and Ray Middleton and ran for 1,147 performances.