The easiest way to do it would be to "go native." Or, really, go colonial.
In other words, match your guns to the colonial power that's in charge where you're going.
For example, if you go to Egypt or India, you're going to find .455 Webley fairly easily.
If you go to Algeria, you're going to find things like .32 ACP, 8mm Lebel Revolver, and 11mm French Ordnance revolver (The Mummy, anyone?).
And, if you go to, say, German East Africa, you're going to probably find 9mm of various flavors and variou 7.63 and 7.65 cartridges.
"The gift which I am sending you is called a dog, and is in fact the most precious and valuable possession of mankind" -Theodorus Gaza
Baby Jesus cries when the fat redneck doesn't have military-grade firepower.