Double-barreled Shotgun: This is given to you during Spare the Rod, Spoil the Bandit. Find it for sale at Armadillo Gunsmith for $150.
Sawed-off Shotgun: Clear Pike’s Basin Hideout and find it for sale at Thieves’ Landing Gunsmith for $250.
Pump-action Shotgun: Handed to you during And the Truth Will Set You Free.
Semi-auto Shotgun: This is for sale at Escalera Gunsmith for $1000.
Dynamite: Given during Father Abraham and for sale at multiple stores.
Throwing Knife: Unlocked during The Great Mexican Train Robbery and for sale at multiple stores.
Fire Bottle: Unlocked during The Demon Drink and for sale at multiple stores.
Lasso: Given during Wild Horses, Tamped Passions.
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