Having beat the game now and not receiving a mission about it, I was wondering if there is a way to get inside. You can see guns inside glowing like any other item that you can pick up, but the door doesn't let you react to it. This is why I thought it might be involved with a quest.
For those that don't know where it is, it's just west of where you first go into the sewers. If you don't remember where that is, it's also southeast of the pump station, along the main road on the west side near the park-looking area on the map (which is where the sewer entrance is). It's actually called "The Gun Store" and can be looked inside just like the other stores and pharmacies around town.
So, how do you get in it? Did I miss a certain quest or something?
My video game parody: http://www.youtube.com/watch?v=97IuqHlCFHo Gamer Tag: Exotic Charm