 After watching the documentary "That Moment" on the supplementary DVD, you  can see a deleted scene.  The scene involves Orlando Jones character The  Worm, his son (who appears in Officer Jim and Lindas scenes), and an  unidentified boy.  In it, the young rapping boy, Dixon, rushes into a  restaurant where his father is staying, and eventually pulls a gun on him.   The gun appears to be Jims lost gun.  Perhaps the scene would have further  explained how it was so mysteriously returned to Jim in the end of the film.   In the documentary, the director seems to be having a tough time with the  scene, perhaps explaining why it was cut.