The barge owner from the Jungle of Horrors, for one (I don't know why that one sticks in my mind so much). I can't remember which book it is, but at some point three or four humans show up with guns to quell some sort of brawl (I think--mind's a bit fuzzy on this one beyond knowing it happened similarly to this). The important point is that while they aren't common by any means, they're also not so rare that average citizens don't own them, and the dwarves certainly aren't policing them so closely that none fall out of dwarven hands.