Pneumatic weapons are pretty versatile. You can fire anything from ping pong balls to carrots, or even make your own candy cannon. Because they use air pressure rather than combustion, your options for projectiles are much more open.
16-year-old Instructables user Sagar96 didn't use anything crazy for his ammunition, but his covert air-powered BB gun is pretty clever—it's hidden inside a flashlight.
The materials list is pretty simple. Sagar96 used a mini Maglite for the body, a 4.5mm brass tube for the barrel, a shock pump to charge it, and a piston stamped out of thick rubber to control the firing. Pushing the pin to the Schrader valve fires the gun.
He glued the barrel into the end of the flashlight using high pressure epoxy, leaving enough space for the piston to move. The piston seals against the barrel and can be made of plastic or rubber.
For the valve, Sagar96 used a Schrader tire valve. He shaved all the rubber off of it, then drilled a hole in the flashlight's battery cap and glued the valve to it, wrapping it in plumbing tape to make it airtight.
When it comes to firing, the gun has to be pressurized before the ammo is inserted. Then, the pump is removed and the pin in the valve is pushed to trigger it. When he tested it out, Sagar96 measured the speed at 850 feet per second, which is pretty impressive.
You can find more details about the build and instructions for making your own on Sagar96's tutorial.