In Red Dead Redemption 2, there are a lot of trophies and achievements you can unlock. In order to achieve 100% game progress, you also have to unlock this trophy.
Locked and Loaded
Upgrade each available component for a single sidearm or longarm weapon.
Go to a gunsmith (marked on the map in towns), for example, there is one in Valentine. Interact with the gunsmith with L2/LT and hold square (PS4) or X (XB1), adjust. Now choose a weapon and components. Then change each component. For example, the basic Double-Action Revolver has these 4 components: Grip, Barrel Length, Barrel Rifling, Iron Sights.
If you do that it will cost you a few bucks, if you want to save money, save manually before.