Grand Theft Auto: San Andreas/Ammu-Nation

Go into the store and you should see a red marker in front of the salesman. If there is a second red marker, that is the shooting range.

For each of four weapons you have to complete three levels, giving twelve levels in all. You have to complete all twelve levels consecutively to complete the challenge.

In each level you shoot at anthropomorphic paper targets. You have two competitors, and you have to finish the level before they do to advance.
 * Level 1: The targets are stationary, but each target is further back.
 * Level 2: The targets start far away and move closer.
 * Level 3: In this level you shoot at the same targets as your competitors. The targets descend from the ceiling on the left or right and follow a U pattern to the front, to the other side, then to the back.  You need to hit 20 targets before either of your competitors do. The AI shoot at a fairly slow rate enabling you to get in the lead with careful shots. In the third shotgun round though the reload delay between shots handicap you, enabling the AI to keep up (see more below).

The first time you attempt the challenge there will be a series of cut-scenes which will explain this in detail.

Each time you complete the three levels you move on to a new weapon. The weapons are:
 * 9mm: Remember to empty your gun when a target is fully shot up in the third round so you don't have to reload in the middle of the round (you'll have to guess or count the shots fired as there's no ammo counter).
 * Micro SMG: This can be easier because of the rapid fire, but short burst tend to be more accurate. There is a delay for reloading, so don't spray ammo unnecessarily. Again, make sure you have a fresh clip when a target appears in the third round.
 * Shotgun: The wide spray of the shot makes hitting targets easier with the shotgun. You can sometimes even take out two targets at once.  But it's easier for your slow-firing AI competitors too, due to reloading, making the third shotgun level one of the toughest challenges in the game, sometimes quite dependent on luck.
 * AK-47: Requires much more accuracy than the shotgun. Again, don't be caught with an empty gun in the third round, instead reload while the targets refresh.

Tips
Practice, practice, practice! For the difficult third shotgun round make sure you're sighted in when the targets appear and become shootable, hopefully you'll hit enough. If not, keep at it, at the very least you'll improve your skill.

Rewards
The indirect reward is practice on the four weapons in the challenge, boosting your weapons stats, perhaps all the way to hitman. Completing all twelve levels consecutively earns progress towards 100% completion.