If there's a part no. or similar on it, Jane's does all sorts of publications that list aerosystems components that might help you find out what it is (or you might find a similar no. that gives a clue to the manufacturer).
If you've got no markings, I'm reduced to a statement of the bleedin' obvious: the size of gyro might give you an idea of the type of missile it came from. Obviously one from say, a MANPAD (if it needed a gyro at all) would be much smaller than one from say, a cruise missile.
N Joe