Go to any gunsmith (marked on map in towns), like the one in Valentine. Speak to the gunsmith. Select any weapon and choose the "Components" option. Change every component to get the "Locked And Loaded" trophy. For example, the basic Double-Action Revolver has the following four components: Grip, Barrel Length, Barrel Rifling, and Iron Sights. It costs a few dollars to change these, but you can create a manual save before doing this and reload it afterwards to get your money back.