"Where would I get a gun like that?"
Society does all kinds of things. It guarantees revenge against those who threaten personal safety and property, it provides inherent services like transportation and communication. And so on. And beyond the things it does generally, society allows specialization of labor, meaning that people can fungibly transform the products of their labor into goods and services produced by people with radically different skill sets. It's pretty awesome. But when characters are out there doing things on the far side of the Vow of Silence, they may not be able to count on any of that. It's not like you can report a werewolf attack (at least, not and keep your end of the Vow of Silence deal), so many of the guarantees of mortal society are rather difficult for players in After Sundown to take advantage of. Intrigue being what it is, the players may not be able to trust analogous structures in supernatural Syndicates. Further, characters are going to want access to goods that are highly restricted in sane society, and they are going to want these things without having the police chat them up about why they need heavy explosives or a gun that shoots silver swords.
Very often players will be in situations where the information, goods, or services they want are not available on e-Bay (at least, not in any recognizable form). And in such cases it often falls to going and getting it out of society yourself. Depending on the needs of the story, this is either done through a montage scene or through an interview scene. In an interview, the character speaks directly to an NPC and tries to get something they want (for example: consider the scene where Rorschach is interrogating Moloch or the scene where Indiana Jones is asking for help from his friend Sallah). The interview format is appropriate when you want to do sentence by sentence roleplay and/or when there is a single pivotal NPC who is the source of the needed information or goods. On the flip side, the montage is a scene made up of several short linked scenes where the characters are talking to different people or doing different things. It is the equivalent of the Training Sequence for getting a character access to new knowledge or equipment.