Well, no gun obviously. Horses for courses and all that.
Phone
Mini first aid kit and cleaning wipes
Medication
Cash
Notebook
Mini folding trebuchet and self-boiling oil sachets
(Sorry OP, no offence intended
)
Lots of other stuff like make-up too of course, but those are the only bits that could count for the sort of thing you mean.
(I googled that gun and it is scarily plastic looking. I have always warned my kids never to pick up anything like an abandoned toy gun in case it's not a toy - I hope that message went in since they clearly look more plastic than I realized!)