For my snubby I use a homemade kydex holster that has anti-skit (skateboard) tape that sticks to cotton like velcro. I've never had a problem with it coming out of the pocket along with the gun.
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Mine: S&W 908.....Wife's: Ruger SP101 3"
------Kahr PM9...............Sig P239 (it's her's now)
------Norinco 213...........Charter Arms Undercover
Hidden Defense - Personal gun & holster designs/reviews.