During filming of Spider-Man 2, Alfred Molina nicknamed Dr. Octopus' four tentacles (clockwise from top left) Larry, Harry, Moe, and Flo to help him keep the action straight.
In Disney's Robin Hood, one of the guards—tellingly named Trigger—has a powerful crossbow called Betsy.
•In Open Season, Shaw calls his shotgun "Lorraine". It even has its name engraved on it.
Eli's slugs in Slugterra might count. More or less Justified, as they're shown to be pets to some people.
Big-game hunter Mr. Marlin, a one-shot character from Teenage Mutant Ninja Turtles (2003), called his custom laser rifle "Betsy", and basically treats it as if it were a person. After the rifle is damaged to the point where it threatens to blow up, he remarks that "she's just that type of girl".
Also, Michaelangelo call his nunchucks "Chuck" and "Chuck 2: the Sequel".
Iron Man 2 has Hammer's bunker-buster mini-missile he calls "the Ex-wife".