The Bureau of Alcohol, Tobacco, Firearms and Explosives have published Annual Firearms Manufacturers And Export Report 2007 (warning: PDF Link).

It gives some interesting insight into firearms sales:

Pistols Manufactured in 2007

Revolvers Manufactured in 2007


Rifles, Shotguns and Misc firearms Manufactured in 2007

Exports in 2007

Interesting facts:
5.01% of rifles manufactured were exported in 2007.

3.7% of pistols were exported

8.7% of revolvers were exported.
32% of pistols are 9mm (presumably 9mm Luger/Parabellum ).

All 9mm calibers (including .380) came to 43% of all pistol manufactured.

23% of revolvers are .22 or below in caliber. Likely to be mostly rimfire.

Because the BATFE do not breakdown the distribution between calibers 9mm and .50 we cannot compare .40 S&W and .45 ACP to 9mm Luger.

Thanks to Jay for letting me know the report was published online.