Ciel Phantomhive carries Baby Browning pocket pistol at two points during the series: first seen in "His Butler, Chance Encounter" (S1E05) and later more notably when Ciel holds Correro hostage with one in "His Butler, Escaping" (S1E20).
The gangster Azzurro carries a very ornate looking Webley-Fosbery Automatic Revolver in "His Butler, Strongest" (S1E02). This is also the revolver that can be briefly spotted in the first opening credits sequence.
Many of Azzurro's henchmen in "His Butler, Strongest" (S1E02) use what largely appear to be Webley Bulldog revolvers, all drawn in wildly varying degrees of detail. In "His Butler, Engaging Servants" (S1E21), some of Corraro's henchmen are also seen with Bulldog-styled revolvers.
The Scotland Yard commissioner Arthur Randall carries a Colt 1871-72 Open Top revolver as his weapon of choice as seen in "His Butler, Imprisoned" (S1E19).
One of Azzurro's henchmen uses a scoped Lee-Enfield No. 1 Mark III rifle while trying to assassinate Sebastian in "His Butler, Strongest" (S1E02). Although poorly drawn, perhaps largely due to them being drawn from a distance, Azzurro's other henchmen are also scene with scoped Lee-Enfields while defending the grounds of his mansion in the same episode. The Queen's royal guard can also be seen with the rifles near the end of the series in "His Butler, Up in Flames" (S1E23). The appearance of what appear to be Mark III rifles is a notable anachronism, as the show takes place near the turn of the 19th Century, and Lee-Enfield No. 1 Mark III rifles wouldn't be introduced until 1907, although it's possible these rifles in the series are meant to represent the older "Magazine Lee-Enfields" that were in service beginning in 1895 (Which would then be closer in appearance to Baldroy's Lee-Metford rifle as seen below).
Baldroy and Mey-Rin both wield Lee-Metford Mk I rifles while protecting the Phantomhive mansion in "His Butler, Engaging Servants" (S1E21). Baldroy and other British troops are also seen carrying them in a flashback during the same episode.
Error creating thumbnail: File missingLee-Metford Mk I (Nepalese Contract) - .303 BritishError creating thumbnail: File missingThe rifle can be identified as a Lee-Metford Mk I rather than a later Lee-Enfield variant by the shorter cocking piece on the bolt, lack of charger guides above the receiver, a longer single stack magazine, and the oval finger cut-out in the stock below the magazine cut-off.Error creating thumbnail: File missingBaldroy takes cover during the same firefight, showing off the whole rifle.
Mauser Model 1889
At the beginning of "His Butler, Engaging Servants" (S1E21), Mey-Rin can be seen sighting in an assassination target with what appears to be a 1889 Belgian Mauser. She ditches the scope, preferring to use the iron sights.
Error creating thumbnail: File missingBelgian 1889 Mauser - 7.65x53mm MauserError creating thumbnail: File missingMey-Rin aims her Belgian Mauser in "His Butler, Engaging Servants" (S1E21). Note the Mauser-style bolt lock under the scope and the magazine just barely visible in front of her finger.Error creating thumbnail: File missingMey-Rin points her rifle behind her. Note the (incorrectly drawn) magazine, the rings on the stock and barrel, and the "stepped" tip of the barrel (Better seen in a different shot in the episode), which point to this rifle being a 1889 Belgian Mauser.
Shotgun
Double barreled shotgun
Baldroy uses a hammerless double barreled shotgun against a demon hound in "His Butler, Up in Flames" (S1E23), first using some kind of 19th Century tranquilizer, and later uses lethal ammunition when that doesn't work.