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You cannot. The only ways for you are either losing them from dying or being arrested from the police (and you can't at all from those methods if you have the proper girlfriends in GTA San Andreas), or buying another weapon to replace the one you want to put away. There's also depleting the ammunition for it, leaving the slot open, but if you finish a GTA game at 100%, you usually have as a reward infinite ammunition. Last method is using mods, but it's third-party stuff, so anything you do with them is at your own risk.

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