Hi, Jaegermeister and Mattk,
While the No. 35 was made in .410, most were in .22 LR, and it was a fairly popular target gun in the 1920's. The shotgun calibers were dropped with the passage of the NFA in 1934, but production of the .22 continued until WWII.
I do not think the No. 35 itself was made in CF pistol calibers or with a stock, but similar pistols were; the Lord Model (No. 36), for example, was made in .32 Short Colt, 38 Long Colt and .44 Russian as well as in .22 LR, .25 Stevens and .22 WRF. The .44 Russian was a very popular target round in the 1890-1910 time period. The models with shoulder stocks were called "pocket rifles" or "pocket shotguns". While originally under the NFA, they have been removed from the NFA and reclassified as curios and relics. Many, of course, were made prior to 1899 and so are antiques, as well.
Stevens made several models with features preferred by a prominent shooter, and named the gun for that shooter; there were the aforementioned Stevens-Lord, the Stevens-Conlin (No. 38), and Stevens-Gould (No. 37). Some had trigger guards, some had spur triggers.
There is a fair amount of collector interest, with some models in good condtion bringing in the neighborhood of $1000 or more.
Jim