Re: Colt #3 Thuer Derringer .41 cal.
That is the Colt Third Model Derringer, aka the Thuer Derringer. There were two types (two variations of the first type) and you have the second type, sometimes called the "standard model" because its production exceeded that of the earlier type. There were about 15,500 of the first type, and some 45,000 of the second type, which was made from 1875 to 1912. All were in .41 caliber, mostly rimfire as is yours. Close copies were made in .22 caliber in the 1950's and 1960's.
As the standard model had the largest production, it has the least value, and I would estimate yours at about $400, maybe a bit more. In new condition, they bring $1500 or more. .41 rimfire ammo is sometimes found, and small lots have been made in recent years. Unlike the fragile Remington Double Derringer, your gun should stand up OK to a few shots.