Successfully complete Sidequest #14: "Map To Psychic Spot A".
12Ga shotgun CQB
Successfully complete Sidequest #15: "Map To Psychic Spot B".
Axe
Re-enter the Sheriff Department Other World.
Chainsaw
Re-enter the Harry's Mansion Other World.
Free Items
At the Greenvale Sheriff's Office, go downstairs and find the shooting range. Shoot at a target until it says "Item Acquired!" Turn around and find the item you just earned! Each target has a different item. You can do this repeatedly.
10mm submachine gun...