Two things
1. An episode of Cheyenne, where he's on a train being chased by Indians on horseback. He uses his Winchester to smash out the window so that he can shoot at them
With his Colt
2. An episode of Longmire, where he hears someone behind him rack a shotgun. When he turns around, the bad guy is holding a side by side.

Because it sure would be entertaining to watch the characters collect all the guns n gears left behind, transport them back to a warehouse, inspect, clean, catalog and inventory them for the next big fight.

The only thing dumber than not picking up the superior firepower is not having it in the first place. How many times did Jack Bauer go after terrorists armed with a only a handgun?

I only watched Heat once but was impressed that both Al Pacino (good guy) and Robert Denero (bad guy) checked their semis to see if there was a round in the chamber just before a gun fight.... little over done but still....