The answer is us.
In the sentence "We know two guides, and they gaves a tour themselves.
Us is a personal pronoun in the objective case because it is the object of the verb gave: gave us
We is a personal pronoun, and is the subject of the verb know: We know
They is a personal pronoun and subject of the verb gave: they gave
Themselves is a pronoun used to emphasize the pronou they: they themselves.