Heckler & Koch UMP-9
One of the finest James Bond moments is the last scene in Casino Royale, where Bond becomes... Bond. He ruthlessly shoots Mr. White in the leg, and utters the famous words "Bond. James Bond".
The unusual weapon of choice for this moment is nothing less than a HK UMP-9, a black, lightweight submachine gun. Bond uses a UMP with a silencer and a curved magazine.
The UMP (Universale Maschinenpistole, German for "Universal Submachine Gun") is a submachine gun developed and manufactured by Heckler & Koch. The UMP is a blowback-operated, magazine-fed submachine gun firing from a closed bolt.
There are three versions of the UMP: the UMP45, firing a .45 ACP cartridge; the UMP40, firing a .40 S&W cartridge; and the UMP9, firing a 9x19mm Parabellum cartridge. The last one, 9mm, is the one used in Casino Royale, hence the 9 in UMP-9.
The UMP is also clearly visible on the Quantum of Solace artwork, and it features again in the beginning of this Bond movie.
Bond uses another Heckler & Koch rifle in SkyFall, but that is a HK416.