To my knowledge there are no gun shops in New Orleans proper. In Jefferson Parish there is Puglia's sporting goods. There was one on airline highway that got busted by the feds a while back. Likewise there was one in Chalmette that was busted way back when. New Orleans is pretty much a desert when it comes to buying guns. Slidell has a store I think. Best bet if you live in New Orleans and want to buy a gun is to hit the shows in Kenner or Slidell.
Think it has something to do with the "political climate"