Oz (Matthew Perry) keeps a SIG-Sauer P228 pistol in his house for protection and later gives it to Jimmy (Bruce Willis), who uses it for a good duration of the film.
Towards the end of the film, Jill tries to convince Lazlo (Kevin Pollak) that she is working for him, so she uses her Smith & Wesson 5906 to shoot Jimmy. Later, when Jimmy is seen unharmed, they explain to Oz how the first round was live, so she could shoot a lamp to convince him it was real, and then the rest were blanks. One cannot simply switch from live rounds to blanks since blanks don't have enough pressure to cycle a real gun and a blank converted gun can't handle a live round.
When Jill tells Jimmy about her failed hit, we see how she brings an unknown shotgun with a sawed-off stock, possibley an H&R. Her hit falls out of a window before she can use it.
