FYI: I went to Keene. There is one shop in Keene in the yellow pages, but I didn't know the street.
There is a shop in Troy, north of town, on Rt12, which is on the way:
Buzz Bower's Sportsmen's Den
198 North Main Street (Rt 12)
Troy, NH 03465
Nice shop. Lots of archery stuff. Not a big selection of firearms. Very roomy place. Ammo prices were high ($17 for a 100pk of WWB, 9mm).
Matt