The biggest shortage is ammunition - it's getting difficult to find as people begin hoarding it. The government made things even worse for a few days until they rescinded a new policy prohibiting the sale of expended military brass shell cases to private ammunition manufacturers.
http://www.newsmax.com/newsfront/NRA_ammo_shortages/2009/03/19/193903.html
I tried to go to a gun show a couple of weeks ago but gave up after searching for a parking space for 15 minutes.