The tubular magazine is one of the oldest designs still in use. Rounds sit nose to tail in a tube under the barrel or in the stock, pushed back toward the action by a spring. Lever-action rifles, pump shotguns and many .22 rifles use them.
Bullet shape matters
Because each bullet rests against the primer of the round ahead of it, use flat nose or round nose bullets in centerfire tube guns. Pointed bullets made for tubes use a soft polymer tip.
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Lever guns usually load through a side gate. Many .22 rifles pull an inner tube out of the front. Shotguns load through the bottom of the receiver.
More on shotguns at Shotgun Buyers Guide.net, and lever guns at Rifle Buyers Guide.net.