I have had a massive brain fart, help!!

Mia bought the revolver at a pawnshop. But, I kinda lost track of it myself after the black kid shot his girlfriend's lover on the basketball court, then turned the gun on himself. Another crooked cop selling from his trunk?

At the beginning, when he met his grandaughter Mia in the dinner, she went to the restroom. In a revisit to the same scene toward the end of the movie, Martin decides to put more money in Mia's purse. Martin finds the .357 that Mia had just bought at the pawnshop in her purse and he takes it. He keeps the gun in a drawer, then his daughter Penny goes back to the scene of the mugging for the shopping bag, comes back and then Martin shoots her.

SPOILERS:

Did you watch the movie from the beginning? Part of the story unfolds in a series of flashbacks. When the story begins, though we don't know it yet, Mia is the gun's owner. The first time Martin ever learns of the gun is when he finds it in Mia's purse in the restaurant (which we don't find out until a flashback much later in the movie). He sneaks it out of her purse and brings it home because he's afraid she's in some kind of trouble. He puts the gun away in a drawer, which, again, we don't see till much later in the movie. It's after that that he mistakes Penny for an intruder and takes Mia's gun out of the drawer and shoots her.

The viewer is supposed to assume that Penny was killed in the parking lot by the mugger and that Martin is so obsessed with finding her killer that he asks the police to let him have the gun so he can trace its origins.

The various gun owners we learn about are all people who owned it in the past who Martin is able to track down. At the end we find out it wasn't Penny's killer he was searching for, but actually the location of where the gun was most recently purchased, by his runaway granddaughter Mia, in Las Vegas. That's how he was able to find her to tell her about her mother's death.