Yuusha Ou GaoGaiGar Final Grand Glorious Gathering (2005)

Blurb:
This is the story of the brave men and women who will defend our world. On a desolate road in the snowy mountains, a childless couple wished upon a falling star. The star is revealed to be Galeon, a mechanical lion who delivers the baby Mamoru into their arms. Mamoru grows into an ordinary grade school student, until the day when his class is caught up in a ferocious attack by the mechanoid alien Zonders. Drawn by the power of his mysterious origins, Mamoru becomes a member of 3G, joining the ranks of humanity’s bravest defenders. They wage all out war against the Zonders with they’re advanced vehicles, weapons and AI robots. When their backs are up against the wall, Gai Fuses with Galeon and 3G’s Gao Machines to form the indomitable King of all robots: GaoGaiGar! But even in the face of these awe inspiring machines, the bravery of humanity in its darkest hour is the true Key to Victory!

Source: www.anisearch.com/anime/3149