GAP is an animation format created by Atlus used in Persona 5 and subsequent titles, such as Persona 4 Dancing All Night and it's successors (Persona 3 Dancing Moon Night and Persona 5 Dancing Star Night.) Unlike RMD, which was previously used in the PS2 titles and developed by Renderware, GMD stores animations externally in GAP format. However, GAP files can sometimes be stored in GMD files on certain occasions.
Most of Persona 5's GAP files can be found in the Data.cpk (P5) file under Persona 5/data.cpk/model/character. Most characters have their own folders for GAPs, categorized by "battle", "event", or "field".
Persona 5 Model and Animation importer
TGE created a maxscript that's intended to be used with Autodesk 3dsMax. It supports importing GMD meshes, rigging, materials, and even GAP animations. You can get it here. It currently does not support all animations or models with embedded EPLs used for particle effects. Skinning information may not always be perfectly retained and models may require manual tweaking.
GFD Studio (formerly known as AtlusGfdEditor) is a tool for viewing and converting GMD models, but also supports GAP files. You can open them and import, export or re-arrange animations within the GAP. You can also replace them with custom animations exported as FBX. You can download the latest build here.