Some folks buy a new gun and leave it in the box, never firing it and thinking that it will, in the future, be worth big bucks. Generally, they are disappointed. That is almost certainly true of guns made as "collectible" and advertised as such. A decent period (say 20 years) later they rarely bring as much money as they cost, allowing for inflation.
Guns become especially valuable for many reasons, includng limited production, special enhancements (e.g., engraving), association with a past owner or event, or simply age. The association claim is meaningless without solid documentary proof. Anyone can claim to own Billy the Kid's gun, and unless the gun was not in existence in the Kid's lifetime, it is hard to prove or disprove the claim. But no experienced collector will pay a dime more for "a story" unless there is near absolute proof to back it up.
Jim