I'll second the minigun from Predator and the Zorg from Fifth Element. I was baffled that the minigun didn't make it when I first read this on another site.
The Thompson has to be mentioned since it pretty much defines mobster movies. Also known as the Chicago typewriter, I think it's far more prevalent in film than it ever was in real life. Put to great use in Road to Perdition.
Edit:
Found the tommy gun scene.