Instructions
Locate a "contact" NPC (non-player character) in the environment. After chapter 4, certain NPCs will, when spoken to, give you a password and take you to a gun dealer's van.
Access a gun dealer's van. The white vans are scattered throughout the world of "Yakuza 3," and will carry small selections of guns available for purchase, though they are extremely expensive.
Check the bodies of enemy henchmen. After certain combat scenarios, the bodies of defeated enemy henchmen will contain guns that can be taken by the player.
Examine lockers in chapters 2 and 3. Certain lockers will contain shotguns and handguns.