A few years ago when I was 18 (I am now 21) I was accidentally shot by a handgun. The bullet went through my chest and out the side. It then proceeded to enter my arm just below my arm pit and exited through my tricep right at the bottom where it begins to wrap around your arm. The orthopedist then performed surgery reducing the fracture and placed a steel rod inside of my humerus with three screws. Two in my upper shoulder area and one approxamently 2-3 inches above the pit of my elbow. Skipping forward a bit, I have regained all use of my arm except for the extension of my wrist and the ability to lift the fingers. If I put my arm at a 90 degree angle on a table and make a fist I am able to get my wrist a little past the 0 degree point but have no extension of fingers or wrist otherwise. If I hold my arm directly out all I can feel is sort of a tingling / pulling sensation on the back of my lower arm when I try to extend my wrist. So my question is what should I do to get at least the function of my wrist back if not my fingers too? No nerve exploration has been done yet, and they haven't hooked me up to any machine. I'm just wondering if this is a fixable issue?

No PT at all these 3 years? I would have been sitting in as many whirlpool tubs as possible, gently moving my arm, wrist and fingers as much as possible. Join the Y and paddle around the pool. Maybe a TENS unit, although I had one and don't know that it helped. Keep moist warmth on it (or just old gloves with the fingertips cut off), and keep your wrist and arm moving even when sitting at the computer. Eat a healthy diet.

No one can predict your particular recovery and tendency to scar inside around tissue and nerves, which has a lot to do with the ability to move and feel. The rest is how many nerves were cut by the surgery. You can't do anything about it, and going back in to remove scar tissue will produce more.
By nerve exploration I hope you mean EMG, and I would skip the needle into the muscles testing (painful and even possibly risky) and just do the electrodes on the skin for nerve pathways. I can see why it hasn't been done yet - you pretty much know what major nerves are affected, and there are countless nerves.

I had my radius shattered and they couldn't help but put pins for the external fixatore bar through the radial nerve. At that time I had no function of the wrist but over about a 3 year period I got about 90% back. But I did have intense PT for months starting as soon as the hardware was removed.

You need to talk to a good Orthropod to see about setting up PT if they feel it might still have some good.