Im guessing that working at a bank, any sort of 'armed robbery' - as joking as it was, is not something taken lightly. I think its harsh to let you go like that, but you were a temp working through an agency, and as such, are expected to walk a fine line or risk being let go. Someone might have complained about what you did, and even though you had a joking relationship with your supervisor, she didnt think this was funny, obviously.
Again, I would think that working at a bank makes any notion of an armed robbery completely 'uncool'. I think a bright green/yellow squirt gun shaped like an imaginairy spacegun is a pretty obvious joke, but it doesnt make it completely ok. Technically, even if its not against the rules of the company, it is somewhat in bad taste considering the nature of the business, and cause for termination if deemed appropriate punishment.
Live and learn. Ive worked a few temp assignments, and youre very expendable. I would advise you to keep your head down and just do what they ask, save the jokes for a fulltime gig where they give you more leeway.
I have to ask - did you shoot her with the gun? Or is she just making that up? I know it doesnt seem like it should matter, but it does. That could be considered disrespectful by a superior, a temporary employee mocking a bank robbery while shooting them with water, and cause for her to act in order to demonstrate to the rest of the people working there that this sort of behavior wont be tolerated. Not saying you 'had it coming', but honestly, Ive worked at firms where they let temp employees go for nothing, try not to give them a reason. Im not saying youre dead wrong here, but you knew that you were at the very least acting unproffesional, regardless of any relationships you had. I think you learned the limits of said relationship the hard way.

