Die Hard with a Vengeance

WARNING: Spoilers follow.

Beretta 92FS

John McClane's (Bruce Willis) weapon of choice, the Beretta 92FS is given to him once he is reinstated. He uses it several times throughout the movie, most notably to kill a pair of pursuing terrorists in a pickup during the movie's big car chase. Katya (Sam Phillips) also uses one while in Canada, when McClane's chopper surprises her and Simon Gruber (Jeremy Irons) during a quick tryst.

Glock 17

A transit cop uses this gun to hold Zeus Craver (Samuel L. Jackson) during the subway scene

H&K MP5K

A common weapon seen used by the terrorists are Heckler & Koch MP5K submachineguns. During their infiltration of the cargo ship, John McClane (Bruce Willis) takes one off of a dead terrorist and gives it to Zeus Carver (Samuel L. Jackson) before sending him off to find Simon Gruber (Jeremy Irons). When Zeus does, he corners Simon and threatens to kill him if he doesn't give out the code to disarm a school-planted bomb (later found to be a decoy). Simon refuses and Zeus pulls the trigger, only to find the gun on safe. Simon disarms him, notes the fact and then shoots Zeus in the leg.

MAC-10

John McClane (Bruce Willis) lifts a MAC-10 off of a dead cargo ship terrorist after his fight with Targo (Nicholas Wyman), taking it and the Beretta up to the bridge, where, after discovering that the bomb they were chasing after is on board the ship itself, he is disarmed by Simon Gruber (Jeremy Irons) and his men.

Walther PPK

While preparing to depart the doomed cargo ship, Simon Gruber (Jeremy Irons) and Katya (Sam Phillips) are confronted by Targo (Nicholas Wyman), who discovered earlier what was really the cargo on the ship. After Targo accuses Simon of betrayal, Katya draws a nickel-plated Walther PPK and empties the clip into Targo, killing him.

M60

During the movie's finale in Canada, Simon Gruber (Jeremy Irons) uses an M60 machine gun from the seat of a helicopter to shoot down a nearby chopper holding John McClane (Bruce Willis), Zeus Carver (Samuel L. Jackson), and a NYPD pilot. He then very nearly kills McClane with the gun before McClane shoots a nearby power line, dropping it onto Simon's chopper. Simon only has time for one final burst before his chopper crashes, killing him.

Smith & Wesson Airweight Centennial (J-Frame)

During the movie's finale in Canada, John McClane (Bruce Willis) uses the only gun available to him - a Smith & Wesson Airweight Centennial J-Frame revolver (chambered either in .38 S&W or .357 Magnum) - while under attack from Simon Gruber (Jeremy Irons). Despite overwhelming odds - Simon being in a chopper, armed with a M60 belt-fed machine gun vs. McClane having only two rounds left after firing three from his own chopper earlier in the scene - McClane is able to gain the upper hand, and victory, when Simon's chopper ends up under a high-voltage power line. McClane uses the two remaining bullets in his gun to shoot and detach the power cable, dropping it onto Simon's chopper and causing the chopper to crash and burn, killing Simon.