A Beretta 92 (distinguished by its rounded trigger guard and butt-mounted magazine release) is used by Sergeant First Class William James (Jeremy Renner), most prominently when James stops an Iraqi taxi. Mark Boal, the film's writer, notes on the DVD commentary the gun (the 92FS) that was supposed to be used in the scene got stuck in customs, which explains why it changes to the correct Beretta 92FS later in the film. Boal goes on to say that acquiring the 92 seen here was a difficult task; he scoured local bars, trying to find a suitable pistol, with no success. Finally, he found a Jordanian General who gave the producers the used 92 (which was then converted to blank-fire by armorer David Fencl).
Beretta 92FS
For the rest of the film, James and Sergeant J.T Sanborn (Anthony Mackie) both use the Beretta 92FS pistol, as noted by the hocked trigger guard and slide-mounted safety. This is the gun that James was also supposed to use in the scene where he confronts the taxi driver, but it was held up in customs while that scene was shot (a Beretta 92 provided by a Jordanian General was used instead).
Glock 19
A 2nd Generation Glock 19 pistol is carried by the leader of the British private military contractors (Ralph Fiennes). Sergeant J.T Sanborn (Anthony Mackie) takes the contractor's Glock and holds it on his comrades while telling them to put down their weapons.
Rifles
M4A1 Carbine
M4A1 carbines are used by Sergeant First Class William James (Jeremy Renner), Sergeant J.T Sanborn (Anthony Mackie) and Specialist Owen Eldridge (Brian Geraghty), as well as by other American soldiers. The carbines are equipped with a variety of sights and other attachments. The sights and attachments often change too. In particular, for most of the movie, James doesn't have a light on his M4, but one appears on it during the rescue of Eldridge. Also, in one scene, Sanborn's ACOG scope is briefly replaced by a red dot sight, before switching back. A M4A1 is also used by one of the British contractors, although it is never shown very clearly. Interestingly, Eldridge's M4 appears to built on an LMT lower receiver; in the opening of the film, it's possible to read "LMT" on the magazine well.
Also note that Classic Army M15A4 airsoft carbines are also used to stand-in for the M4s during non-firing scenes (see below).
Classic Army M15A4 airsoft replica
In many scenes of the movie, whenever the M4s aren't fired, they're replaced by Classic Army M15A4 airsoft replicas of the M4, which would be legal for the actors to handle without the armorer present on the set. Most of them have had their Classic Army markings covered with black magic marker or paint, but they are recognizable by their white-painted fire position markings on the lower receivers (which no real AR-15 manufacturer uses).
Note also that throughout the film, it is common to see the M4s' buttstocks change from the 4-position to the 6-position style. This is because the Classic Army M15A4 was only ever available with the 4-position stock. What this means is that all M4s seen in The Hurt Locker that have 4-position stocks are the Classic Army airsoft replicas; all of the real (blank-adapted) M4s in the movie have the 6-position stocks.
M16A4
A few American soldiers carry M16A4 rifles (possibly airsoft replicas, by the unnecessary screws in the A2 stocks), fitted with reflex sights and other attachments.
AKM
AKM rifles are carried by Iraqi National Guard soldiers and insurgents.
MPi-KMS 72
A MPi-KMS 72, an East German version of the AKMS with plastic handguards and a side-folding stock, is seen slung over the shoulder of the Iraqi police officer that talks to SFC James about the car bomb at the UN compound.
WASR-10
Customized WASR-10 rifles with folding stocks, RIS foregrips and reflex sights are carried by most of the British private military contractors (PMCs).
Barrett M107
A Barrett M107 (not a M82 as noted by the full-length accessory rail) is used by the private contractors to respond to an insurgent ambush, and is later used by Sergeants James and Sanborn to shoot several of the attackers. It should be noted that Sanborn and the other EOD members could conceivably know how to operate this rifle as one of the M107's uses as an anti-materiel rifle is to destroy IED's from a distance.
Producer Tony mark commented that armorer David Fencl spent hours trying to make proper bullets for the Barret to use when the actual ammunition was not cleared by Jordanian customs in time for the filming of the sniper scene. Also, the ammunition used Chinese fireworks powder for gunpowder like most of the firearms in the film are using because of import restrictions on military props.
FPK/PSL Sniper rifle
A FPK / PSL Sniper Rifle is used by an insurgent sniper who ambushes the EOD team and the private contractors in the desert.
Machine Guns
Browning M2HB Heavy Machine Gun
Browning M2HB machine guns are mounted on top of U.S Army Humvees, including that of the EOD team. It is also used by a British contractor during the ambush.
FN MAG 58
In the beginning, an Iraq National Guard soldier is seen manning a FN MAG 58 mounted on a police truck.
Shotguns
Mossberg 500 Cruiser
A Mossberg 500 Cruiser shotgun fitted with a Surefire flashlight grip is used by a guard at the FOB who intercepts SFC James after his vigilante mission to avenge Beckham's death..
Other Weapons
M136 AT4
An M136 AT4 is seen on the back of a soldier during the scene where James is trying to save the man who has been forced to wear a bomb.
M18 smoke grenade
Sergeant First Class William James (Jeremy Renner) is seen dropping an M18 smoke grenade onto the ground during a mission, claiming that it will create a "diversion."