They use real firearms and they are real cartridges, but the bullet has been removed. There was a notable case during the filming of The Crow when Brendan Lee (Bruce Lee’s son) was killed on set during a take because one of the cartridges was not properly prepared:
[https://en.wikipedia.org/wiki/Brandon_Lee#1991_to_1993:_Hollywood_breakthrough_and_accidental_death](https://en.wikipedia.org/wiki/Brandon_Lee#1991_to_1993:_Hollywood_breakthrough_and_accidental_death)
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