I have a friend who was into guns. Basically I connected with him by trying to find as many parallels between the gun fandom and the gamer fandom as I could. I'd say both are an escapist fantasy hobby that's constantly judged by people who don't partake in the hobby. While I'm far less willing to argue that guns aren't a problem than I am that video games aren't, I can imagine how panicked I'd be if I heard that my games were considered a menace to society that must be controlled. Heck, I don't need to imagine it, since it has happened several times already. As a result, I can at least understand where the gun owners are coming from when they panic over every little gun control law passed.
Anyway, back on subject, I think another parallel I found was between guns and my Taekwando classes. While gun range shooting doesn't give me the same satisfaction of knowing that I burned tons of calories, it does convey that same "Yeah! I'm a badass!" feeling as you practice it, or at least it does for my friend. It bores the hell out of me. Why shoot wooden targets when I can shoot digital enemies in my games, or run them through with an ultra greatsword?
So, there's the escapist fantasy, the feeling of badass, and also there are the collectors. Like halberds, claymores, katanas, rapiers and other historical weaponry, guns can have a history to them that makes them valuable to collectors. Sometimes its a recent history, like if you're a former soldier who decided to keep the gun he used for a memorable skirmish. Otherwise, it's so you can mount it on your wall and go "This is the famous gatling gun that won the battle of so-and-so in the year, blah blah."
The three go together pretty well. Imagine holding an M1 Garand rifle and pretending to be an allied shooting nazis in World War 2. At a gun range, it requires a bit more imagination than playing the original Call of Duty, but some people have enough of an affinity for guns that they can overlook the fact that they're not in trenches, shooting actual nazis.
Anyway, that's all I have to offer.