Buckshot: While not exactly a belonging Donovan doesn't go anywhere without his dog. Buckshot is a massive dog being part Bullmastiff and part German Shepard. Donovan feels better with the dog there. Buckshot has been trained as a police dog and Donovan has been training the dog to try and have him as a method of controlling Don if he should go crazy from his condition.
Glock 22: Service gun
Remington 870 Shotgun: Service gun for nastier situations.
Police Belt and gear for work.
Donovan has a studio apartment in Gramercy Park that him and Buckshot live at. It's rather bare, lacking in many personal effects though there is one picture by his bed featuring him with another woman and a little girl.