The Hold Up - S10-E3
Plot hole: When the robbers come onto the floor and go into Mr. Rumbold's office, the staff suggests calling the police, only to be told by Mr. Harman that the only outside line is in Rumbold's office. This, despite the fact that there have been numerous occasions throughout the series where characters made and received personal calls on the department phones (Mrs. Slocombe calling her cat, Mr. Humphries calling his mother, etc).
Answer: It usually just means seeing something weird or unusual, perhaps something someone wouldn't believe you saw without proof. The phrase is usually "haven't got your gun", although some people replace "gun" with "camera." Basically think about a hunter spending all week in the woods looking for the biggest [fill in the blank] and the one day he goes out into the woods without his gun and then finally sees it.
Bishop73