The best investments are those opportunities in which you can purchase below present market value and then flip quickly. Otherwise, you speculate, and that's hit and miss.
Some firearms defy "logic", for example the AG42B. Not a lot produced, no more to be found in a warehouse, yet their value has been stagnant, even gone down in the past 10 years. The Italian, French and Spanish firearms confound as well, in part I think because of the myth that they're unsafe, and due to the childish notion that they weren't used by "real soldiers", i.e. "only used in surrender practice". Others, like the Russian SKS, have seen their value plummet with the recent glut, same can be said for the SVT-40 and various Russian Mosins. Availability of cheap ammo is a major driver for the mass market, and those buyers seem to be transient in their interests, i.e. once the ammo's gone, so are they.
Which leaves us with collectors. There is no sure investment, but typically, excellent examples of scarce firearms will generate the surest return over the long run.