Treasury Agent Eliot Ness (Kevin Costner) carries a Star Model B as his sidearm in the film (the pistol was used due to its resemblance to the M1911A1) in scenes in which he fires it. Bowtie Driver (Vito D'Ambrosio), a gangster who holds the bookkeeper Walter Payne (Jack Kehoe) from Ness and Stone in the train station holds a Star Model B to Payne's head. Frank Nitti (Billy Drago) carries a nickel-plated Star Model B in court, which Ness uses as an excuse to kick him out.
Star Model B (Nickel)
Frank Nitti (Billy Drago) carries a nickel-plated Star Model B in court, which Ness uses as an excuse to kick him out.
Colt Official Police
Officer Stone (Andy Garcia) uses a Colt Official Police while on the police academy firing range. The court officer is later seen with one which he lends to Ness for him to chase Nitti down. What is interesting about Ness's gun is that this particular version of the Official Police is actually a Post-War gun (meaning it 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 half moon front sight and shorter ejector rod cap.
Colt Detective Special
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.
Smith & Wesson Model 10
A Smith & Wesson Model 10 is carried by Stone (Andy Garcia). He uses it to kill the Bowtie Driver who is holding Payne 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.
M1911A1
Treasury agent Elliot Ness (Kevin Costner) uses an M1911A1 throughout the film in scenes in which he is not firing his weapon. Treasury accountant Oscar Wallace (Charles Martin Smith) keeps one in a shoulder holster. Several of Capone's (Robert De Niro) mobsters carry them.
Webley Mk IV
The Royal Canadian Mounted Police commander is seen firing a Webley MK IV into the air when he prematurely launches the assault on Capone's men at the border.
Colt New Service
One of the Royal Canadian Mounted Police officers is seen firing a Colt New Service while on horseback.
Sub Machine Gun
Thompson M1928
Many gangsters as well as Malone and Stone use the Thompson M1928 during the film. Stone and Malone use them to great effect during the Canadian shootout. Frank Nitti notably uses one in a confrontation with Malone outside his apartment. Several Chicago Police Department officers carry these during the first raid in the film.
According to the Ellis Props & Graphics NFA weapons list available on Long Mountain Outfitters' web site, there were a mix of M1921s and M1928 Thompsons used in the film. -MT2008
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.
M1917 Enfield
The M1917 Enfield rifle is used by the Royal Canadian Mounted Police.
Shotguns
Winchester Model 1897
The Untouchables use Winchester Model 1897 shotguns on several occasions, such as the post office raid. Several Chicago Police Department officers carry these during the first raid in the film.
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. Several Chicago Police Department officers carry these during the first raid in the film.
Rossi Overland sawed-off shotgun
A 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.
Other
Mk 2 hand grenade
Ness launches a Mk 2 hand grenade over the Canadian cabin to force a gangster to run inside.