Without going into too much detail, different firearms of the same caliber have different rifling, breeches, and other characteristics that create unique markings on bullets and casings.
Now, going a bit further, multiple weapons of the same make and model will have microscopic imperfections that also show up on bullets and casings. They call this a ballistic fingerprint.
So, if investigators have a suspect’s weapon, they will fire test rounds and compare the rounds and casings to the ones found at the scene.
Edit: wording
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