The Lawgiver [http://en.wikipedia.org/wiki/Lawgiver_(Judge_Dredd)]. Not technically from a video game, but whatever.
Should an attempt be made by an unauthorised person to use the Lawgiver, it will explode in that person's hand.
The gun has a maximum range of up to three miles and has six distinct settings which can be engaged by voice command:
Standard execution - A standard bullet, with identical effects to normal kinetic energy projectile weapons.
Heat Seeker or Hot Shot - A standard bullet propelled by the unstable element, 'Argon 886'. Heatseeker rounds lock onto the target's heat source, enabling the Judge to target fleeing perps, accurately fire in low-light situations and so forth.
Ricochet - A metal bullet coated with rubber. Ricochet rounds can bounce off solid surfaces while retaining enough kinetic energy to penetrate flesh. This enables the Judge to, for example, kill a perp that is using a human shield, bouncing their shot off a back wall and hitting the target from behind.
Incendiary - Capable of setting its target on fire. Less widely used due to practicalities of incinerating targets in built-up city areas, although useful against unconventional adversaries such as Judge Death.
Armour Piercing - Armour piercing rounds are extremely dense and contain a more powerful charge for higher muzzle velocity. Useful against cybernetic criminals and armoured opponents. When used against human targets, it can travel through multiple targets.
High-Explosive (Hi-Ex) - A round containing an amount of extremely concentrated high explosive. Judges must employ caution when using this extremely dangerous round; the blast caused by the exploding bullets can just as easily harm those firing as well as the target. Generally used rarely; against crowding attackers or large/dangerous foes.