The variance in Soyuz landings is pretty large, to the point that the crew has a survival kit in case the ground crew cannot find them fast enough. The survival kit contains a hunting rifle, not for hunting (they have rations) but for defense against wolves and bears. At least one crew used that, in the '60s I think, spending a night in cold weather, some -20 C, with wolves circling and stalking them - the wolves are extra aggressive in winter. Some other crews landed in lakes, but fortunately the capsule floats pretty well and has its own oxygen supply. What with being a space capsule and all.
I believe you're thinking of the Voskhod 2 mission. They landed in deep snow in the Urals and had to camp the night out in their spacecraft until the rescue party could reach them the next day.
Alexei Leonov's 1st-person account can be read here: http://tinyurl.com/voskhod2 (taken from the book "Two Sides of the Moon", co-authored with Apollo 15's Dave Scott)
I'd tend to agree with my above sibling that bringing guns in a spaceship sounds like the opposite of safe, but according to Leonov they had a pistol, and "plenty of ammunition".
"bringing guns in a spaceship sounds like the opposite of safe"
After the millions of pounds of propellant spent on getting them to and from orbit, you're going to sweat a few grams of gunpowder? Everything in space is an explosive if you consider the kinetic energy involved. The gun is one of the few things in the spacecraft we can honestly say we have centuries of experience with; if that even shows up on your top 100 list of risks and concerns, you've got a pretty damn safe space program.
But, I came here to say that landing looked pretty dang hard.