The last of these photos, that of FDR, was taken during his tour as Assistant Secretary of the Navy in World War I.  Source unknown, but might be FDR Library at Hyde Park.

 

The two photos of Eleanor Roosevelt, the second of which shows her with Nancy Cook, were taken at Chazy Lake.  The pistol belonged to her bodyguard, Earl Miller.  Miller thought that she ought to know how to use a gun, and was her instructor.  Shortly after these photos were taken,  Eleanor, Cook and Miller drove to Malone, NY, where she stopped in and bought some flowers to present to Ruth Perrin in Potsdam, and then proceeded to the Massena home of Nancy Cook's parents. Source: FDR Archives, Hyde Park, NY.