In "A Priest Walks Into a Bar" (S03E13), during the shootout at the bus station, one of the shooters is using a Smith & Wesson 5906. It isn't clearly visible until he drops the gun after being shot.
Unknown 1911
In "Father Goes West" (S03E01), a gunman holds Jimmy's son hostage with an unknown 1911.
Unknown Pistol
In "Father Goes West" (S03E01), TJ reaches for an unknown gun in his truck before being stopped by Jimmy.
Unknown Pistol 2
In "Death Becomes Her" (S03E09), a mobster reaches for an unknown gun (possibly a SIG) in his glove-box.
Unknown SIG
In "A Priest Walks Into a Bar" (S03E13), a gunman fires at Mary and Marshal with an Unknown SIG.
Revolvers
Unknown Revolver 1
In "Father Goes West" (S03E01), Jimmy McCabe (Donnie Wahlberg) uses an unknown revolver to protect himself and his son.
Unknown Revolver 2
In "Father Goes West" (S03E01), Jimmy McCabe (Donnie Wahlberg) breaks into a gun store and steals an unknown revolver. He later uses the gun to threaten the guy who beat up his son.
Unknown Revolver 3
In "No Clemency for Old Men" (S03E06), a bank robber is seen firing an unknown revolver.
Shotguns
Mossberg 500
In "Son of Mann" (S03E08), Mary is seen with a Mossberg 500 when storming the house of a suspect.
Unknown Shotgun
In "Witsec Stepmother" (S03E12), a jewelry store robber is seen with an unknown shotgun.
Rifle
M4A1
In "Her Days Are Numbered" (S03E10), an FBI agent is seen carrying an M4A1 when executing a search.