Seems to be the standard pistol throughout the game. From the gameplay I saw, it shows Joe giving himself and Vito a Colt M1911A1 but with a 32 round magazine. This weapon is seen being used by Vito, Joe and Henry throughout the game.
The Main Submachine Gun of gangsters and World War II U.S. Soldiers. The Thompson M1928 commonly seen with a 50 round drum. The gameplay video shows it being almost uncontrollable, this is probably because the game has no lock on system. Whenever your in the Drivers seat and your chasing someone, Joe will use this weapon until it runs out. When Henry is shot in the leg, Joe uses a Thompson to kill the man with Vito. Recently in a new trailer, the original thompson was seen.
There is also a gameplay video from GDC showcasing a bunch of gangsters shooting up a diner with Thompsons and a baldy with the M3A1.
In the second developer diary you can see Vito wielding a M3A1 in 1:07
http://www.gametrailers.com/video/exclusive-developer-mafia-ii/65300
Vito Scaletta is seen holding an MG42 in the gun shop screen. In a trailer we see the man with an eye patch is seen holding this. Vito is then seen firing it into the fat mans car until it explodes.
Error creating thumbnail: File missingPre-War dated Mauser C96 "Broomhandle" Commercial Version - 7.63x25mm Mauser. Note the rear tangent sight; in something of a display of wishful thinking, the C96's sight is adjustable for ranges up to 1000 metres.
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