The great thing about being honest about everything is that you don't have a story to keep straight.
I guess I'm one of the lucky ones. She doesn't shoot and she wouldn't know the difference between a pump shotgun and an evil black rifle. But, she completely supports me spending money on whatever makes me happy and doesn't care when I bring home a new toy. She even bought me a shotgun for Christmas last year and a reloading press this year...
We're recently married (2 years) and decided to keep our own accounts, the way we did when we lived together before we got married. She knows how much I make and I know how much she makes. We split up the bills, and I pay about 70% of them since I make more. We both put some in savings each payday and she spends the remainder on whatever she wants, and I do the same. She's never spoken a peep about gun or ammo purchases and I'd never even consider asking her if she really needs another purse. I've probably added a half dozen guns to the collection since we've been married, and I tell her about each one.
I'm going to the gun show next weekend and she's going to the Vera Bradley outlet sale this spring. And that's just fine with us.