This is a co worker, right? You ought to consider contacting your company management (and HR dept., if you have one) and explaining the situation. And do it before he does...
Explain that you made a good faith, legal private transaction, and now the guy is harassing you about it, at work. No matter how this plays out (and based on your info, it would seem you are in the right), your coworker bothering you about it could constitute a "hostile work environment".
It is not impossible either he, or you could wind up losing your job, if this incident gets blown out of proportion. Consider getting your side on the record with your employer, first. That way, should he try to use your employment as a lever to force the return of the Ruger (unlikely, but not impossible), having your side on file could make the difference.
Good Luck.