Attempting to rip sprites from a DSiWare game (Mighty Milky Way)

[Samevi]

After some brief investigation, I've concluded that the .ANM files only contain animation data - no sprites themselves.
What you want is the .TS8 and .SCN files: run them through a tile viewer like TiledGGD with the corresponding .PAL set as the palette data.

I'm not entirely sure what the LYR files do or how to use them, but from here you should be able to get what you need just by fiddling with the settings until things look right.