A nickel plated Colt Detective Special is carried by Chicago patrolman George Stone (Andy Garcia) as his backup gun, which he tosses to Ness during the train station shootout.
Colt Official Police
The revolver used in each of these scenes is not a D frame Colt Police Positive but in fact the larger I/E frame Colt Official Police. The size of the gun in Ness (Costner) and Stone's (Garcia) hand is too large for the smaller D frame Police Positive
Officer Stone (Andy Garcia) uses a Colt Police Positive while on the police academy firing range. The court officer is later seen with one that he lends to Ness for him to chase Nitti down.
More evidence that this is a Colt Official Police in this scene that shows Ness holding the gun from a side view. If the image had been taken a moment later, the viewer would have a chance to see that the hammer matches an Official Police hammer and is different from the Police Positive hammer seen in the image at the top. What is even more interesting about this gun is that this particular version of the Official Police is actually a Post-War gun (wasn't made until after 1950) whereas this movie takes place in the 1930s. The ramped front sight, flat hammer and longer ejection rod cap are changes that were made after 1950. Pre-War guns would have a halfmoon front sight and shorter ejector rod cap,
M1911
Treasury agent Elliot Ness (Kevin Costner) uses a M1911 throughout the film. Treasury accountant Oscar Wallace (Charles Martin Smith) keeps one in a shoulder holster. Frank Nitti (Billy Drago) carries a nickel-plated Star Model B in court, which Ness uses as an excuse to kick him out. Several other of Capone's (Robert De Niro) mobsters carry them.
Smith & Wesson Model 10
A Smith & Wesson Model 10 is carried by Stone (Andy Garcia). He uses it to kill the gangster who is holding the bookeeper hostage at the end of the shootout in the train depot. Malone (Sean Connery) also carries one, which he infamously uses to shoot an already dead gangster. Many other Chicago policemen carry Model 10s.
Star Model B
A gangster who holds the bookkeeper (Jack Kehoe) from Ness and Stone in the train station holds a Star Model B to the bookkeeper's head.
Ness (Costner) also used one himself in some of the firing scenes. LMO has a picture of the Star Model B used by Kevin Costner in some scenes of the movie. -MT2008
Thompson M1928
Many gangsters and policemen use the Thompson M1928 during the film. Stone and Malone use them to great effect during the Canadian shootout. Frank Nitti notably uses one to fatally wound Malone outside his apartment.
The Chicago Police Department uses Winchester Model 1894 rifles. A number of Winchester '94s can be seen in a gun rack at a police station.
Winchester Model 1897
The Untouchables use Winchester Model 1897 shotguns on several occasions, such as the post office raid.
Winchester Model 1912
A Winchester Model 1912 is used by Elliot Ness (Kevin Costner) during the shootout in the train station. These are also used during the shootout on the Canadian/U.S. border.
Rossi Overland sawed-off shotgun
An 12 Gauge Rossi Overland sawed-off shotgun is kept by Malone (Sean Connery) in his apartment as a "home defense" weapon. The Rossi Overland sawed-off shotgun was built by the late gunsmith Branko Wohlfahrt for Ellis Mercantile.
Mk 2 hand grenade
Ness launches a Mk 2 hand grenade over their Canadian cabin to force a Capone gangster to run inside.