Cap has got a gun

That's the teaser poster that Marvel is handing out at San Diego Comic Con, depicting the Captain America design for the 2011 movie. You will of course note the gun in his right hand.
While I'm certainly not prudish when it comes to the use of firearms, Cap's never needed one. Even his Ultimates reboot didn't carry one and he would have been a likely candidate. When you're the perfect human fighting machine and you carry an indestructible shield that doubles as a weapon, what good is a gun? Time will tell.
Also, here's the Thor poster:

For more information, see this Yahoo article (source for the pics BTW.)