In the military parts kit rebuilding community, all types of welding are common to take a torch cut receiver and weld it back together (TIG, MIG, some people even using wire feed). Think Sten, Uzi, H&K roller locks, ppsh41/pps43, Sterling, Suomi, pretty much any surplus parts kits that are imported to the US that people have found a way to rebuild.
Any Oxy/acetylene rig is useful for brazing and soldering parts such as barrel ribs on shotguns or sights on barrels.
It is typically not extensive welding done on guns themselves. I have done a bolt handle as mentioned. I have seen a couple of beavertails TIGed onto small handguns to extend a grip. I once saw an angle plate welded to the bottom metal of a rifle for use as a barricade rest in PRS competition.
I have been told that MIG is preferable for welding on muzzle devices due to the lower heat but I have never done this myself so I don't know. High temp silver solder (1400*) can be used as well =.