A morbid question to be sure (I'm not planning to off myself!), but it just occurred to me that suicides with a matchlock pistol, say, might be rare because of the gun's mechanics, not to mention guns being harder to get a few centuries ago.
Source Bernard Romans, 1775
"...they bet high; here you may see a savage come and bring all his skins, stake them and lose them; next his pipe, his beads, trinkets and ornaments; at last his blanket, and other garment, and even all their arms, and after all it is not uncommon for them to go home, borrow a gun and shoot themselves; an instance of this happened in 1771 at East Yazoo a short time before my arrival." "...It happened that a young Chactaw having done something deserving reproof, he was therefore chid by his mother, this he took so ill as in the fury of his shame to resolve his own death, which he effected with a gun..."
If I recall correctly, Creek agent Benjamin Hawkins here and Chickasaw trader James Adair here also related similar instances of Indian suicides in their correspondence, although it was by no means common.
When guns became reasonably reliable, accidental shootings as well as suicides took place.
On 16th to 18th Century Western pirate vessels, if some member of the pirate crew violated the Articles or covenant signed by the pirate recruits, he might be marooned if his offense was severe. Marooning meant being left behind on an isolated, water-less sand bank or island. He might be given a calabash full of fresh water and a loaf of bread. Often he was given a loaded gun to end his own misery if he wanted to. This was a big deal with Christians of the time, who generally held that suicide condemned the soul to eternal damnation.
Lawrence Keymis died in 1618; he first shot himself in the chest, but when the bullet wound did not kill him fast enough, he took a knife and stabbed himself under the ribs so that the job was finished.
He was part of Sir Walter Raleigh's last expedition. Keymis had attacked a Spanish outpost, and in so doing had gotten Raleigh's son killed, who was under the command of Keymis.
Sir Walter Raleigh had been given a previous conditional pardon by the English King, after Raleigh was implicated in treason against King James I, and convicted. The King told Raleigh that he could organize a voyage of exploration, but that if any harm came to Spaniards that the death sentence would be carried out. So Keymis, by his actions, brought on the death of Raleigh, who was eventually executed.