LRF:

I did some searching on the net and I found three steels that offer good impact resistacnce. I copied and pasted this info from the Crucible site:

(AISI S5)

LaBelle Silicon #2 is a shock resisting tool steel capable of maximum toughness at relatively high hardness. It has excellent resistance to impact and battering, with good edge retention.

Typical Chemistry
Carbon 0.60%
Manganese 0.85%
Silicon 1.90%
Chromium 0.25%
Molybdenum 0.30%
Vanadium 0.20%
Typical Applications
Heading Tools Punches
Chisels Shear Blades
Rivet Sets Concrete Breakers
Stamps Hammers
Hand Tools

Here is another:

CRUCIBLE S7
(AISI S7)

Crucible S7 is a shock-resistant air hardening tool steel, designed for high impact resistance at relatively high hardness. It offers toughness to withstand chipping and breaking, combined with high attainable hardness and good wear resistance.

Typical Chemistry
Carbon 0.55%
Manganese 0.70%
Silicon 0.35%
Chromium 3.25%
Molybdenum 1.40%
Vanadium 0.25%
Typical Applications
Punches and Dies Subject to Heavy Impact
Wire EDMed Punches & Dies*
Warm Forging/Heading Dies
Plastic Injection Molds
Shear Blades

*S7 XL recommended for EDMing fine or intricate parts.

And another:

AISI O1)

Ketos is an oil-hardening tool steel which may be hardened from fairly low temperatures with little size change. This grade combines deep-hardening qualities with a fine-grained structure, affording good initial production runs, and good continued production after grinding.

Typical Chemistry
Carbon 0.90%
Manganese 1.25%
Silicon 0.30%
Chromium 0.50%
Tungsten 0.50%
Typical Applications
Blanking Dies Jewelers Hobs
Engraving Tools Paper Knives
Forming Tools Taps (Hand)
Gauges Trim Dies

Going by these data sheets, it would appear that either the S5 or S7 would be ideal for a firing pen.

The last thing a gun manufacturer would want is a truck load of their guns arriving every day with a broken firing pin.

I would not be surprised if many firearms manufacturers use one or both of these steels.

Google Crucible, and some of the other steel manufacturers for more information.

Hope this helps.