I thought that i would share this with you guys because me and my friends have lost many, many guns and i have seen people posting this as well.

Step 1. Head to the bank in Sanctuary with your black/custom guns.
Step 2. Put them in.
Step 3. Save and quit and then you can use them whenever you want. But make sure to repeat these steps so that you keep them after use.

PM me if you have any problems.