The best place for finding guns in Project Zomboid are Military Checkpoints and Gun Stores however Police Stations give a more accessible way to find and loot firearms.
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Military checkpoints are zones filled with guns, ammo and military clothing. You can also find the Military Backpack at these locations (the best in slot vanilla backpack to carry loot).
There are checkpoints to be found all around the Zomboid map however the biggest one can be found just before Louisville.
To drive through you’ll need to remove the Road Blocks. You can either pick them up to move them or simply dismantle them (req. hammer and saw).
The next gate you’ll to open from the inside. Disassemble the checkpoint room doors to get inside (req. hammer and screwdriver).
Police Stations are a great first stop for guns. It might not have as much loot as the other two options but it’s the easiest to access. They can be found in your local town.
You’ll just need a hammer and screwdriver to take apart the door to access the armory.
Gun stores are another place to get your weapons but it’s a little tricky to get inside. If you have a sledge hammer then you can simply break those otherwise indestructible metal walls. If not you can use carpentry and build your way inside.
The most common gun store you will come across will be the one towards the end of West Point.