Bishamonten (or Bishamon - shinto God of War) possess shinki yokai (Japanese demon), named Kazuha, that can transforms to the M1911A1 pistol during the battles. Bishamonten often fires this guns akimbo with Smith & Wesson Model 629. Bishamon continue uses it at the second season, before Yato destroyed it by his sword.
Smith & Wesson Model 629
Another Bishamonten shinki yokai, named Karuha, can transforms to the Smith & Wesson Model 629 during the battles. Bishamonten often fires this guns akimbo with M1911A1.
Trivia
During the opening, the song tells, that Yato uses a rifle (jap. 小銃; Shoujuu), but it's had never appears in this anime.