On December 17, 2012, The New York Post ran a piece titled, Stallone, Schwarzenegger and More Anti-Gun Celebrities.
They went back to 1999 to get this quote from Sly:
Rambo himself is anti-gun. In response to the shooting of Phil Hartman in 1999, Sylvester Stallone told Access Hollywood, “Until America, door to door, takes every handgun, this is what you’re gonna have. It’s pathetic. It really is pathetic. It’s sad. We’re living in the Dark Ages over there.”