I thought it was in Huntsville, but the only B'ham gun shows I go to are the ones sponsored by the AL Gun Collectors Assoc.
Look them up on the web -
Alabama Gun Collectors Association and join if you haven't. If you join you get a permanent "badge" to wear that let's you avoid the lines of people buying tickets to get in - you just walk up and show your badge. Plus it looks cool).
Anyway, any gun show besides AGCA has too many knives, old coins, pepper spray, etc. The AGCA is pretty much guns and gun accessories.