I really don't have much to go on, not even really a good description of the episode. This afternoon while I was sitting down having lunch, the topic of Brandon Lee accidentally being shot came up. Then my mom said she remembered the star of an old tv show having the same thing happen to him. Her description of the show was that it was a show about a guy who travelled through time. The only other description she could give me was that he was a big blonde guy. However, she did say the way he died was he took a gun full of blanks, put it to his head and pulled the trigger. Apparently thinking the blanks wouldn't harm him, nevertheless, he shot himself. The thing is, the story sounds vaguely familiar, as does the show (one more thing, she said the show was very short lived). I'm afraid that's all I got though.
First result on a google search for "tv show man shot with blanks" The great thing about Google (and I mean this in a non-patronizing way) is that you don't need to stick in just keywords into the search bar, you can literally type in anything.
I remembered the story but had to Google the details. It was Jon-Erik Hexum. The time travel thing was called Voyagers!, but the fatal gunshot wound was during filming of an episode of Cover Up. http://en.wikipedia.org/wiki/Jon-Erik_Hexum
You had me at accidental shooting. I rewatched Voyagers a couple years ago and concluded that Bogg's time guide book (our history) is wrong. More than wrong but and evil plan by a nefarious mastermind who gave an idiot who didn't pay attention in class directions to make sure that some silly dinky backwater nowhere rose to be the most powerful Nation on Earth for some unknown egregious reasons.