In Episode 2: "Gatherings", Mike (Nick Frost) brings a Generation 2 Glock 17 to Daisy's (Jessica Hynes) party on Tim's (Simon Pegg) request. He keeps it out with him as he "guards" the flat's door, but thankfully, never uses it. He does, however point it at Tim threateningly during their fight, only to have Tim casually slap it away.
Remington 870
In the opening of Episode 3: "Art", Tim uses a sawed-off Remington 870 fitted with a pistol grip, and vertical foregrip during his speed-induced Resident Evil 2 fanatsy. He kills two zombies with it before he is distracted by Daisy, snapping him back to reality. When he returns to his fantasy, he is quickly "killed" by zombies that have taken the opportunity to advance on him.
Beretta 92FS
In Episode 5: Chaos, Mike dual wields two Beretta 92FS when he and Brian (Mark Heap) hold a guard at bay while Tim, and the others rescue Colin the Dog from a testing laboratory. After During Tim's infiltration, the two quickly befriend the guard, and Mike even allows him to hold one of the pistols. He gives the other to Brian, who (dramaticaly) remarks on how cold it feels in his hands.