Just to add a bit to what fnb25 posted above:
I just got a factory letter from Colt verifying that the otherwise ordinary Colt Police Positive Special which I own circa 1915 which is marked W F & Co on the butt is in fact a pistol that was shipped to Wells Fargo. In this case it made very good economic sense to get the factory letter.
I have also obtained factory letters on my high end shotguns to verify original condition. This IMO will be handy when the time comes to sell.
My practice is that if the firearm is high end or has some extra feature such as engraving I'll get a factory letter.
Jim