Weapons are an important feature in L.A. Noire. The player will draw your default pistol when weapons are needed, you can pick up different weapons from the hands of a deceased enemy or from the trunk of a police car. Most guns will eventually run out of ammunition. Although there is no HUD to tell you how many rounds you've got left, Cole or Kelso will make an alerted comment about the ammunition when you're running low. In that case, you either want to switch back to default or select a different weapon. In some circumstances the weapon you picked up will have unlimited ammo, your default pistol never runs out of ammo.
After a gunfight, Cole Phelps or Jack Kelso will either drop the weapon he was using, holster his sidearm, or reload the weapon.