Playchoice had just the 3. Hogans alley, Duckhunt, Wild Gunman.
You could use the Nes Game Link and a Powerpak or original nes carts to get more games as 87 t-66 said. Or you could get my chipsets/carts from PC-10.com for the following games:
Barker Bill's Trick Shooting
Freedom Force
Gotcha! The Sport!
Gumshoe
Shooting Range
To The Earth
There isn't a huge number of gun games that were created for the NES Console.