[Phantasm]

In my own fantasy setting, there's a difference between what's considered a "military" weapon (swords of broadsword or larger size, shields, many longarms) and a "civilian" weapon (hunting spear, short bows, short sword, rapier, pistol). Status and Rank also play a factor.

In more modern games, well, I'm in the US so it depends strongly on when and where. I've gone the Highlander route (of a sword under the trench) a few times, but a .38 in a coat pocket or concealed holster is typical for city folks, and shotguns are fairly common (and cheap). Rifles are either hunting or military, and you just don't go deer hunting with an M60 GPMG if you want any venison to eat...

Sci-fi games, pistols abound, though in some places sonic stunners and electrolasers are tolerated while other things (particularly conventional and most lethal energy) are deemed unsafe for shipboard/station use and reserved for SW type games. Energy rifles are like modern rifles, too: hunting or autofire military.