Any problem with using real weapons in a FPS game?

Do you need to contact/buy any kind of license for using real weapons in game? Or at least their names? Many indie games are using real names and models and i don't think any indie developer would have the budget to buy licenses. So can i just model a weapon and add it in my game with it's name? (Unturned's developer - Nelson Sexton - uses fake names but you can clearly understand what gun it is from the model. Why does he do that?)