Most letting agents should be okay as long as you check first, we certainly wouldn't have an issue, but we are more rurally orientated than most. In fact that reminds me, we still have an airgun in the office that a tenant asked us to look after a year ago, while he moved properties and got himself straight!
But do make sure you are putting the cabinet in a good place - one of our tenants at my last office phoned up to inquire why a bolt had appeared mysteriously through her party wall - turned out the neighbouring tenant had installed his new gun cabinet!