They're going to love your story as they haul you away.
Not worth the risk unless you bury it for the end times...
That depends on whether it was roll stamped, direct stamped, or laser dot-etched (most new weapons have this). Additionally, most weapons can have their barrel changed out.
The 'crime' if there was one was not committed by the weapon; that prize goes to the perp who used it.
All argument aside, my decision on keeping really would rest on whether local accounts of possible crimes indicated a perpetrator could be identified if the weapon turned up.