The SIG-Sauer P226 is the weapon carried by all of the Massachusetts State Police (MSP) officers in the movie, including Sergeant Colin Sullivan (Matt Damon), Detective Brown (Anthony Anderson), Staff Sergeant Sean Dignam (Mark Wahlberg) and numerous other characters.
Note: In real life, the P226 has been standard-issue for the Massachusetts State Police members since 1987. However, during the scene where Collin is sitting in a class on ballistics while at the academy, the instructor mentions that the department's service pistols are chambered for 9mm hollow-point rounds. This is a slight inaccuracy; the MSP have been using the .40 S&W version of the P226 since the mid-1990s (and more recently switched to the double-action-only DAK model, whereas the guns in the movie are SA/DA models).
SIG-Sauer P228
In some scenes, the SIG-Sauer P228 is seen carried by Sergeant Colin Sullivan (Matt Damon). While the above screencaps all show what appear to be P226 pistols rather than P228's, it is possible P228s were also used as standby guns.
Note: A stated-as-verified screen-used SIG-Sauer P228 used by Matt Damon is currently on display at the National Firearms Museum located at the NRA Headquarters in Fairfax, VA.
Note: This Astra A-100 looks similar to the SIG-Sauer pistols, but in fact, the Astra is a very different weapon than the SIG Sauer. Thus, editors should be careful when distinguishing the pistols used in films.
Beretta 92FS
A suppressed Beretta 92FS is used by MSPD Staff Sergeant Sean Dignam (Mark Wahlberg) at one point in the film.
Beretta 84 "Cheetah"
Frank Costello (Jack Nicholson) carries a Beretta 84 "Cheetah" (the early model) as his sidearm throughout the movie. It is seen most notably when he confronts Billy about the possibility that he might be an informant.
Walther PPK
Billy Costigan (Leonardo DiCaprio) carries as his pistol throughout the movie a flat nickel Walther PPK. This weapon is later used by trooper Barrigan (James Badge Dale) and then eventually by Colin.
Revolvers
Colt Python
Mr. French (Ray Winstone) carries a snub-nose version of the Colt Python throughout the film. It is seen most notably during the warehouse scene, when he cocks the weapon while it's concealed behind his back.
A Franchi SPAS-12 shotgun with a fixed buttstock is used by one of Costello's men during the shootout near the end of the film.
Mossberg 500 "Cruiser"
A Mossberg 500 Cruiser is used by Delahunt (Mark Rolston) during a shootout with Internal Investigations officers. Another Mossberg 500 Cruiser is also seen when Costello's men clear out of a room after being tipped off about a police raid.
Ithaca 37
One of the Massachusetts State Police officers is seen firing an Ithaca 37 shotgun at Costello's men during the final gunfight. It is equipped with an extended magazine tube. Costello's thugs also point Ithaca 37s at the backs of the machine-gun armed Chinese thugs.
Rifles / Carbines
Olympic Arms K23B
Olympic Arms K23Bs, Canadian-made ultra-compact Colt Carbine variants with 6.5-inch barrels, are used by several Boston Police Special Operations Unit officers when they take down Costello at the end of the film.
AKMS
An AKMS-type assault rifle is carried by one of the Chinese thugs in the warehouse (it looks like it might be a Chinese Norinco Type 56-1, but it's hard to tell because the weapon is never seen clearly).
M16A1 / M16A2
M16A1 and M16A2 rifles are used by the police officers who perform the 3-volley salute at a funeral (all of them have A2 hand guards, but the receivers of some rifles are clearly A1 style).
Submachine Guns
Heckler & Koch MP5A3
During the warehouse scene, one of the Chinese thugs carries a Heckler & Koch MP5A3 fitted with a Surefire dedicated fore-end (but with no flashlight in the grip).
Cobray M11/9
Two of the Chinese thugs are seen carrying Cobray M11/9 machine pistols during the money exchange in the warehouse.
MAC-10
Two of Costello's men fires at the Massachusetts State Police with a MAC-10 at the end of the film, despite Costello's earlier statement that his men don't carry machine guns.