We have a local gunshow crook that like to sell guns in mismatched boxes as "in the original box". Generally he peels the labels off. At the last show he has Colt Detective Special "in the box", but it wasn't the original box. He also had a S&W 66 that was still "new in box", but the box label was peeled off and the grips had been replaced. It was a nice gun, but not "new" and certainly not "new in box".

As far as just having an box to go along with the gun, I'd say whatever makes you happy. I was given an empty Glock case earlier this year. It was perfect for the used Glock I'd bought with no box. The label doesn't match the serial number or even model, but I'm not trying to fool anyone.