The following guns were used in the movie Fargo:
Gaear Grimsrud (Peter Stormare) and Carl Showalter (Steve Buscemi) use a nickel-plated West German SIG-Sauer P226 throughout the movie. Gaear uses it to kill the state trooper and the two teens outside of Brainerd. Carl later uses it to kill Wade Gustafson in Minneapolis. Typically, whenever the SIG is actually fired, a SIG-Sauer "Non Gun" is used.
As mentioned previously, the SIG-Sauer "Non-Gun" is used in almost all scenes where the nickel SIG-Sauer P226 is fired by the kidnappers. This is most likely due to the extremely close proximity at which Peter Stormare and Steve Buscemi tend to use the weapon when firing at other actors; in such circumstances, blanks would be too dangerous.
Smith & Wesson Model 28
Wade Gustafson (Harve Presnell) takes a Smith & Wesson Model 28 to the confrontation with Carl in Minneapolis. After getting shot by Carl, Wade shoots at him, with the bullet skimming the side of his face. Marge can also be seen with this revolver in a continuity error.
Smith & Wesson Model 36
Brainerd Chief of Police Marge Gunderson (Frances McDormand) carries a Smith & Wesson Model 36 in a shoulder holster modified to accommodate her pregnancy. She uses it to shoot a fleeing Gaear in the leg after she catches him shoving the remains of Carl into a woodchipper at the lake.
Colt Official Police
The Minnesota State Trooper who Gaear shoots in the head carries a revolver in holstered on his left hip.