One of my buddies has a stratasys sytem (http://www.stratasys.com/Products/Overview.aspx
. )We have made gears that mesh, a hand with hinges, even a daddy long legs. The material when don would remind you of the styrofoam balls you made planets from in preschool. You could make a mechanically working 1911 less springs in the machine with no problem. It would never fire without steel hammer and firing pin.
The metal 3-d printer that someone else mentioned would make a part with similar texture. They glue powdered metal in levels .002-.005 thick and build up layer after layer in 2-d. The layers when stacked make a 3-d part. From there they put them in a heat treating oven and sinter the particles of steel together. What you end up with resembles a investment casting (aka-lost wax, MIM).
You could do all that and spend thousands $$, hundreds of hours learning how to run CAD, the printer, and heat treating. Or go to the hardware store pickup some pipe fitting and put a shotgun shell inside. For under $20 and an hour of your time.