Anton Chekhov says:
If a pistol is introduced at the end of the first act, it has to be fired at some point later in the play.
Not a rule he always followed himself, as witness ACT IV of Uncle Vanya, in which Vanya's pistol is talked about but never fired:
TELEGIN. Yes, we haven't had noodles for ages. [A pause] Not for ages. As I was going through the village this morning, Marina, one of the shop-keepers called after me, "Hi! you hanger-on!" I felt it bitterly.
MARINA. Don't pay the least attention to them, master; we are all dependents on God. You and Sonia and all of us. Every one must work, no one can sit idle. Where is Sonia?
TELEGIN. In the garden with the doctor, looking for Ivan. They fear he may lay violent hands on himself.
MARINA. Where is his pistol?
TELEGIN. [Whispers] I hid it in the cellar.
[VOITSKI and ASTROFF come in.]
VOITSKI. Leave me alone! [To MARINA and TELEGIN] Go away! Go away and leave me to myself, if but for an hour. I won't have you watching me like this!
TELEGIN. Yes, yes, Vanya.
[He goes out on tiptoe.]
By way of counter-example, Jerry Brown on Hunter S. Thompson:
Like a Chekhov story, the firearms he favored during a turbulent life figured in the manner of his untimely exit.
(Brown weblog entry via Matt Welch at Hit and Run.)
If you wonder if he's gone to Heaven or Hell - rest assured he will check out the both, find out which one Richard Milhaus Nixon went to- and go there. He could never stand being bored. But there must be Football too - and Peacocks.
And Matt Welch expands a bit further on the subject at hand at Reason Online, comparing HST's career with that of the Rolling Stones and noting that he was "that rare journalist who took the Second, Fourth, and Fifth Amendments as seriously as the First, regardless of who currently occupied the White House."