Our company has an attorney who lives down the street from me. I ask him questions like this from time to time.
He tells me that it depends upon whether you can legally own the gun or not. A smart property owner always petitions the Authority Having Jurisdiction to release personal property when an incident has been closed in favor of the property owner (the investigation finds the shooting lawful, or the jury acquits, or whatever). He thought my question was odd, because the same procedures apply to all evidence in a legal matter: Clothing, automobiles, guns, boats, valuables, or anything that is legal to own (contraband is never returned). He thought it was odd that I expected guns to be different from any other property. Property is property, as long as it is lawful to own.
At least that's the case in my state. I doubt that your state is different. The operant action here is 'property owner petitions the Authority Having Jurisdiction to release personal property'. I would bet that most people just sit at home and do nothing, or they only do it orally (phone calls and visits to the police station).
Make your demand in writing, or it never actually exists.