I've made plans to be cremated, but that doesn't preclude me from being buried with a weapon. Still, I don't think I would ask to be buried with a gun, unless my friends would like to use my ashes to stash one, which is possible. I'll suggest it, in fact: Graveyards always seem to be a tremendous waste of space. Peaceful place to go and read, though, if you're not creeped out by that. Sometimes I go up to the family plot and do just that. Quality time with the family... anyway, I digress. It'd be nice to have the hole in the ground I'm filling to actually be of some use.
I have asked, though, to be buried with a certain knife. A machinist friend of mine made it custom for me. I've never seen anything exactly like it. I think he made it out of steel from a truck's leaf springs. It's a short dagger with a tapering triangular blade, rough-finished. He punched holes in the hilt to thread cord through for a skeleton handle. It looks like, and is, basically an artfully made prison shank, with the blade just a tad off kilter. It's the most beautiful knife I own. So evil-looking.
If I have kids, I'll pass it down as an "heirloom"; a memento of little Foxtrot Jr.'s crazy pop who actually grew up when folks owned guns and knives and lived free.
Since I don't plan to procreate, they can toss it in the ground with me, unless my machinist friends wants it back.