The market for guns in the U.S.

That's the subject of this Treasury Dept. report, published in 2000: Commerce in Firearms in the United States
"Each year, about 4-1/2 million new firearms, including approximately 2 million handguns, are sold in the United States. An estimated 2 million secondhand firearms are sold each year as well. A critical part of the mission of the Bureau of Alcohol, Tobacco and Firearms (ATF) is to prevent diversion of these firearms from the legal to the illegal market, and to keep them out of the hands of criminals, unauthorized juveniles and other prohibited persons under the Gun Control Act (GCA). This report presents data on the firearms market and describes ATF’s regulatory enforcement programs to prevent firearms trafficking. Criminal investigation, which is also central to ATF’s anti-trafficking work, is discussed in separate reports."

More on the site Mayors Against Illegal Guns and their 2008 report The Movement of Illegal Guns in America, which uses "trace data" on guns used in crimes to track where they were purchased.