My wife doesn't OC, but by now she's comfortable when I'm OCing. I've had guns (loaded and quickly accessible) in my home for years before we were engaged (almost 1 year ago), and I specifically asked her what her thoughts/feelings were on guns before then. (Not that her opposition would have prevented my commitment, but I just wanted to avoid any confusion later on.)
I've taken my wife to the shooting range 3-4 times over the past year and a half, and while she's not too fond of my snappy little .40 subcompact , she loves plinking with my .22LR revolver. Two weeks ago she actually readied the shotgun when she was home alone - some shifty-lookin' fella kept ringing the doorbell and knocking over and over and over. He left after a couple minutes, and she never had to utilize the shotgun, thank God. I was pleased that she grabbed it when the possibility of needing it was there.