Lasersight
The laser sight pickup first appeared in Tomb Raider IV - The Last Revelation. It can be combined with Revolver, Crossbow and Desert Eagle.
To do so, enter the Inventory and choose combine when any compatible weapon or the lasersight itself is marked.
Draw the combined weapon and press the Look Button to look through the lasersight. You can zoom in by pressing the Crouch Button, while still holding Look. Zoom out by pressing the Sprint Button while still holding Look.
In The Last Revelation
The laser sight is first found in Alexandria. It can be combined with the Crossbow found in the Coastal Ruins to use them at the Shooting Range. Later on Lara finds a Revolver to with the laser sight can also be attached.
In Tomb Raider Chronicles
In Tomb Raider Chronicles the laser sight is first found in Streets of Rome and can be combined with the Revolver. The HK Gun comes already equipped with laser sight.
Laser Sight Bug
There is also a bug called the Lasersight Bug, which enables Lara to use the pistols with the laser sight, instead of wasting precious ammo.