(Yes I realize this is a nit pick thread, but its for fun, not to be taken seriously)
I'll start on everyone's favorite;
On McCree he has extra cartridges in belt loops (single rounds), however in game he reloads using what are called "moon clips". Of further note, we see no moon clips at all on him. I guess he just produces them out of thin air.
This is the basics of what a moon clip is, though designs can differ greatly.
Edit: Removed incorrect comment about deadeye ULT.