The Dreamcast's hardware doesn't region-lock hardware peripherals. Therefore one can use European, US, JP, etc. gamepads on a Dreamcast from any region. Furthermore, one can use an AZERTY, QWERTZ, or any other keyboard on any Dreamcast. A native Dreamcast keyboard will work with no problems. A PS/2 PC keyboard can work with Dreamcast by utilizing a PS/2 to Dreamcast adapter. Be warned that even if one uses an AZERTY keyboard, it might function like a QWERTY or Japanese keyboard depending on the software or the adapter.
One can also use VMU's, memory cards, rumble packs, maracas, light guns, fishing controllers, mice, microphones, DreamEye, etc. from any region with any Dreamcast.
Bear in mind sometimes a peripheral will not function in a region due to software changes.
The Dreamcast Lightguns were widely available in Japan and Europe (I own about 4 myself, I'm in the UK) and even came packaged with House of the Dead 2. In America they chose not to release the light guns for ethical reasons (due to shootings in the United States). I believe they also modified the US release of House of the Dead 2 to also not recognise light guns from other regions (Though I could be wrong on this). If the US House of the Dead 2 doesn't recognise the light guns it isn't a hardware lockout, it'll be a software issue.