For those in countries that make legal firearms ownership difficult, look into black-powder cap-and-ball revolvers -- some countries will let you buy those with zero restrictions. While they are not as reliable as cartridge firearms, they are just as deadly. Also be aware that some European countries (e.g. the UK) have effectively banned self-defense. As usual, do your research, because this is a topic just as complex as Bitcoin itself.

(I am elliding a description of 3D printed guns for obvious reasons, but that is also worth researching.)