Dry firing
The myth about dry firing being bad for your gun was no myth. It was very real. It still is, for some guns. It comes from way, way back, and was generally true until fairly recently.
Dry firing a percussion gun (no cap) can damage the hammer, the nipple, or both. With the advent of cartridge guns, many of the early ones were rimfire, and as has been posted, could suffer damage from the firing pin hitting the wall of the chamber.
centerfire guns also could also be damaged from dry firing, but for a slightly different reason. During actual firing, the tip of the firing pin (whether hammer struck or spring driven) is stopped by the primer. While this seems like a hard blow, to the metal of the firing pin, it is actually rather soft.
With no cartridge in the chamber (dry firing), the firing pin is stopped by the steel of the breechface. This steel on steel contact is a hard blow. This hard blow causes stress in the metal of the firing pin, and can lead to fracture failures, due to crystalization of the metal. Like work hardening, the metal of the pin can get brittle and snap.
How many snaps does it take (to get to the center of a tootsie pop?)? It depends on the quality of the steel and it's heat treatment. Older guns, those from the beginning of the cartridge era up through WWII do not generally have as good steel and heat treatment as those made today. As the parts for many of the older guns are hard to find (or impossible), it is NOT a good idea to dry fire these guns.
I have an old Ithaca double, (grandfather bought it new in 1909), and I never have, nor never will dry fire that gun. With that gun, I never need to. It has a third position on the safety, so that when in the third position, and the gun broken open, you pull and hold both triggers, while closing the gun, and this lowers the hammers without snapping.
I also have a Ruger Blackhawk revolver bought new in 1983, and in the manual Ruger specifically states that "dry firing will not harm this gun".
So I would recommend NOT dry firing older guns without snap caps, and not worrying about guns made in the last 40 years or so. If you have any concerns, just don't do it.