Dark Bahamut is one of the Dark Aeons and spawns after you have obtained the airship Fahrenheit. Dark Yojimbo can be found in the in the Cavern of the Stolen Fayth.
Travel back to the Cavern of the Stolen Fayth. Walk to the back of the cave or use the teleportation pad to warp directly to the back of the cave. Make your way back towards the front of the cave and you will be ambushed by a Yevon Soldier who will summon Dark Yojimbo to attack you.
You must defeat Dark Yojimbo five separate times as you work your way out of the cave. Use the Save Sphere between each of the battles to ensure that you can restart if you need to. Using the Save Sphere will not have an impact on each of the fights.
Each of the Dark Aeons, including Dark Yojimbo, are considered superbosses and are some of the strongest enemies that you can fight in the game. As such, you will need to ensure that your party is fully leveled, has their best weapons and has their stats maximized as much as possible. Refer to the Advanced area of the Tips and Tricks section for additional details.
Also note that Dark Yojimbo has extremely high Evasion, just like Dark Bahamut which means that it will dodge most of your physical attacks. This can be counteracted by ensuring that your characters have a very high Luck stat, but grinding 
Luck Spheres and 
Fortune Spheres can be a painstakingly long process. High Luck is not required but will make the battle much easier.
Preparing for battle against Dark Yojimbo involves a few extra steps that are similar to the battle against Dark Bahamut. Make sure that you have at party members that are equipped with the 
Stoneproof or the Ribbon auto-abilities added through customization. You will also need to have Auto-Phoenix and Auto-Protect equipped. Your party members will likely die several times during the course of the battle.
HP: 1,600,000
Elemental Affinities: None
Immune to Sensor
Dark Yojimbo has a number of attacks that it can use, all at random:
Kozuka: targets a single character and inflicts Full Break and Slow
Daigoro: targets a single character and can petrify / shatter a character
Wakizashi: targets all characters
Zanmato (Dark Yojimbo’s Overdrive): targets all characters
Zanmato is the most dangerous attack because it removes the 
Auto-Life status effect. This means that if it hits your characters its pretty much “Game Over”. The most effective way to survive it is to defeat Dark Yojimbo before it gets to use its Overdrive or to have Yuna summon an Aeon to take the blow of Zanmato.
Focus on using 
Quick Hit to get as many attacks in as you can. Dark Yojimbo will dodge many of the attacks, as mentioned above, but keep working away until you bring him down.
You can Steal the following items during the battle:
Stamina Tonic (x2) (common)
Elixir (rare)
And Dark Yojimbo will drop the following items when it is defeated:
Dark Matter (common)
Master Sphere (rare)
