Gun features an open world environment, including side-missions that add to the story. Players controls the protagonist, Colton White, from a third-person perspective. While traveling from town to town, bandit attacks are frequent and players must either escape or defend themselves.
Players can hunt and kill various animals like buffalo, wild horses, and even stray dogs and farm animals. The player can also cause mayhem within communities, but can attract attention from lawmakers and other gunslingers by doing so. They act as gunslingers protecting righteousness or seek reputation as they face resistance fighters, local lawmen, renegade soldiers and vengeful Apaches and Blackfoot. A Town Patience meter goes down every time a civilian is killed. Once the patience meter reaches zero, a showdown ensues between the player and the locals.
Several minigames are included in Gun. As the player progresses through the game, they can choose to complete side missions, including poker tournaments, cattle herding, law enforcement and bounty hunting. Players can purchase upgrades using money obtained from these optional activities and by mining gold veins.
Players can wield a revolver and switch between rifles, shotguns, various explosives, and bows. There are a variety of types of arrows to choose from, including ordinary, flaming, and, if unlocked, explosive arrows. Throwing knives are available in Gun Showdown. Attacking and killing enemies fills up a Quickdraw gauge which, when activated, slows down time like bullet time, switches the game to a first-person perspective and gives the player unlimited ammunition for a short duration, allowing the player to take on a significant number of enemies.
The player can switch from first person to third person overhead camera with certain weapons. There are two handheld explosives available in the game: dynamite and whiskey bombs. Dynamite explodes after a short delay, while whiskey bombs instantly ignite when they hit the ground. Enemies may roll to attempt to avoid explosives. Barrels of TNT are scattered around the environment and during missions, encouraging players to use barrels to set traps or throw and use the Quickdraw mode to shoot them and detonate the TNT. Land mines are available on the PSP version.
Melee combat is also emphasised, with enemies randomly charging at the player throughout the game. Players can use a bowie knife, a tomahawk and a cavalry saber. They can use enemies as a human shield, and dispatch them by slitting their throats or knocking them out if the enemy has a bounty. Players can also scalp a dying enemy with a scalping knife. Stealth plays a part in many missions as well, and players are encouraged to use bows, melee and, on the PSP version, throwing knives, in such situations. Horseback combat is also featured, and is an important aspect of the game. Fast-paced chases are featured, and players can shoot while riding. Both the player's and the enemies' horses can be killed. While riding a horse players can do close-quarter combat with any melee weapon they possess. Trampling or running over enemies is also a way of dispatching them while on horseback.
Gun is set in the American Old West, specifically in Arizona, Colorado, Kansas and New Mexico in the year 1880. This includes cities and badlands with populated environments that stretch from the mountains to the plains of early Dodge City, Kansas. The story, written by Randall Jahnson, features several veteran actors, including Ron Perlman, Lance Henriksen, Kris Kristofferson, Tom Skerrit and the lead, played by Thomas Jane.
In 1880, Colton White and his father Ned are hunting game along the Missouri River. After Cole saves Ned from a grizzly bear, they board a riverboat to sell the meat. Along the way Cole notices that Ned seems to have other reasons for boarding. The riverboat is suddenly attacked by a murderous preacher named Reverend Josiah Reed and a band of renegade soldiers. After losing ground to the renegades, Cole and Ned are pushed to the back of the boat, Ned tells him to find a whore named Jenny in Dodge City. Ned then reveals he is not Cole's real father, and pushes him over the side to save him from the steamboat's explosion. Several days later, Cole learns from a thief called Honest Tom that everyone aboard the steamboat was murdered by the renegades, including Ned. After being attacked by Honest Tom and his friends, Cole travels to Dodge City to find the girl named Jenny whom Ned mentioned. After rescuing Jenny from a gang of bandits, Cole learns from her that Reverend Reed came to Dodge from Empire City, and that Empire's Mayor Hoodoo Brown would know of the preacher's whereabouts. After assisting the sheriff in fixing the bridge to out of Dodge, Cole and Jenny travel through the badlands to Empire by stagecoach and barely survive an attack by Apaches.
Upon arriving in Empire City, Colton is made a deputy by Hoodoo and promises to help him find Reed. During a gunfight at the local cattle ranch between the Resistance and the Deputies, Cole is appalled to see Hoodoo's other deputies kill an unarmed couple. Cole then attempts to arrest the deputies but is forced to kill them both when they resist. When Cole confronts the Mayor in his Casino back in Empire City, Hoodoo tells Cole that Reed has captured Jenny and is holding her in his office. Rushing to save her, Cole witnesses Reed murdering Jenny and is then knocked unconscious by Hoodoo. Colton is then brought before Thomas Magruder, Reed and Hoodoo's boss, who had also ordered the Steamboat Massacre and Jenny's murder. After Cole learns Magruder and Ned have history, Magruder orders Colton to be hung the next morning for Jenny's murder.
Cole is thrown into the Empire jail before his scheduled execution the next day. Here he meets Port, a member of the Resistance, and Soapy Jennings, a safecracker. With Soapy's help, Cole escapes jail and flees Empire with the other tow prisoners. Soapy departs for Dodge while Port takes Cole to the Resistance's Hideout, where he meets their leader, Clay Allison. Cole later learns from Clay that he and Ned had served under Magruder during the Civil War, and that the former Confederate Major was searching for Quivira, a lost city of gold, and that his ruthless quest had torn the West apart.
Clay takes Cole on a mission to destroy one of Magruder's trains, which they execute successfully. They also discover the boxcar of the train is full of captured Apaches, who Magruder had been using as slaves. The Apache Chief Many Wounds turns up at the scene, and thanks Cole for freeing his people. As the Resistance celebrate at the hideout later that night, they are attacked by Magruder's men. They eventually manage repel the attack but Clay is captured and taken to Empire City. Cole convinces Port and the rest of the Resistance to attack Empire, rescue their leader and take out Hoodoo. After battling his way through Empire to Hoodoo's stronghold, Cole eventually rescues Clay from his prison and confronts the corrupt mayor, whom he eventually kills. With the city liberated from Magruder's control, Cole travels back to Dodge to find Soapy so they can crack a safe that Cole noticed on the steamboat. After Cole saves Soapy from a lynch mob, they pair escape Dodge and travel to the wreckage of the steamboat. However, the two are then captured by the renegade army commander Sergeant Hollister, who is revealed to be in league with Magruder. After escaping Hollister's fort, Cole and Soapy save the local Blackfoot tribe from Hollister's soldiers. Cole then assists the tribe in attacking and capturing Hollister's Fort. Cole then travels up river, only to be attacked by Hollister, who now wields Ned's powerful rifle. After Cole wounds the psychotic sergeant heavily, Hollister then attempts to kill him via a suicide bombing, which he fails, killing only himself.
With Hollister dead, Cole and Soapy make their way to the riverboat, only to be ambushed by Magruder's riders. Cole defeats them, they then are attacked by Reed. After a long gunfight with the murdering preacher, Cole kills the Reverend and he and Soapy discover that the item Magruder had been hunting for is a part of the golden Cross of Coronado which shows the route to Quivira. Cole realizes that the other piece is held by Many Wounds, the Apache Chieftain. Cole and Soapy travel through the Badlands to the Apache Camp, where Many Wounds reveals that Cole's real father was a doctor and his mother was an Apache. Many Wounds explains that his father and Cole's were close friends, and that they, along with Cole's mother and many other innocents villagers, were murdered by Magruder and his soldiers during their original search for the Cross of Coronado during the Civil War. They are then once again ambushed by Magruder's men on their way to a mountain top Many Wounds told them of. Upon reaching the peak and using the Cross, they learn that Quivira is hidden inside a mountain, above where Magruder had been digging for it.
However, Magruder's militia discover their location, and attack them. Soapy is captured and tortured by Magruder, and is forced to reveal Quivira was above him all along. Magruder returns to his mine to find the City of Gold, while Cole fights his way down the mountain to save Soapy. Cole then kills Magruder's henchman Dutchie and his men, and captures Magruder's armored train. Clay and Cole then use the train to break into Magruder's Mine, which is then attacked by a joint force of Resistance fighters and Apache warriors. Fighting their way into the mines, Cole finally confronts Magruder inside Quivira. The two then furiously battle inside the Lost City, with Cole eventually overcoming the ruthless tyrant and causing the mountain to begin to collapse. Cole leaves Magruder with his leg trapped under a rock to be crushed by the crumbing mountain while he escapes the Lost City with the help of Many Wounds. Then, with Magruder dead and Quivira lost for good, Cole tells Many Wounds that their fathers can finally rest in peace.