Gun scenes in movies have ranged from climatic masterpieces to essential plot advancement points.
Few directors have mastered the art of the gun scene, however the consumers know that a quality gun scene can make a movie successful.
Following are the Top Ten Best Gun Movie Scenes of All Time. 
I liked the final gunfight in The Quick and the Dead
Sharon Stone stars as Ellen, a beautiful gunslinger with a cloudy past. She arrives in the town of Redemption with a bone to pick, namely with one John Herod (Gene Hackman, BONNIE AND CLYDE, THE ROYAL TENNENBAUMS), with whom she shares a shady history. Ellen signs up for the annual quick-draw contest, which awards $230,000 to the winner, but her real motivation is revenge. Raimi incorporates beautiful photography and camerawork, and surprising new twists to the familiar spaghetti Western tropes, breathing new life into the genre.
http://paloaltoonline.com/movies/moviescre...7&type=longThe Quick and the Dead
If pulp horror novelist Stephen King were to tackle the western, the result probably would be similar to "The Quick and the Dead," visionary director Sam Raimi's homage to Sergio Leone and the spaghetti western.
Sharon Stone is Ellen, a hip, gun-slinging cowgirl who rides into the godforsaken town of Redemption, hell-bent on destroying Herod (Gene Hackman), the sadistic tyrant who rules with an iron fist over Redemption and Ellen's darkest memories. Not too coincidentally, her arrival coincides with the ceremony of the gunfight, a deadly, single-elimination quick-draw tournament staged annually by Herod to weed out rivals, both real and imagined.
Dark and gender-bending, this "High Noon Meets Road Warrior" is trademark Raimi ("Darkman," "Army of Darkness"), complete with straightforward, fast-paced action, a plethora of unusual camera angles, creaking leather and cleverly choreographed violence.
Fantasy, revenge and Sharon Stone in a black comedy horror-western. What a concept!
Nice one Humpty, especially with the videos to watch.
I looked for a video of the Bonnie & Clyde ambush, which I found here:
But up popped some amateur film of the aftermath of the real Bonnie & Clyde ambush. I've never seen this before.
I also liked the hotel shootup in Smokin' Aces.
If you haven't seen the movie, this clip could be a spoiler.
That one from heat is the best and most relaisitc. If I remember correctly they used the actual footage in some scenes of that shoot out that happened in the early nineties between the LA Police and a couple bank robbers. The robbers were dressed head to toe in body armor and the cop's bullets were bouncing off them. The robbers shot up the place really bad it looked like a war zone. They were as calm as could be during the whole thing. The whole shoot out was filmed and on the news. I have seen it many times.
Edit. I don' think that robbery was in the film but the robbery and the shoot out scene was was really cool. I read some where though that there was actual footage of a shoot out in that film.