I've read recently of two specific accounts, each going a different way. In one, the AIR got not only his gun back, but also the three spent cases from the rounds he fired (they were, after all, his property.)
In the second, which involved the AIR attempting to save the life of Officer Marc Atkinson of the Phoenix PD in 1999, the department kept his gun, but paid to replace it with another. In that incident, the officer had been shot by drug traffickers and the AIT, an off-duty security guard who witnesses the shooting, engaged the suspects in a shootout, wounding one and resulting in his capture and that of another. The officer, unfortunately, did not survive.
*AIR: my own term for a citizen defender. "Armed Instant Responder"