From a city with probably the most restrictive gun control regulations in the country:
The whole arduous process is detailed in a number of articles here.
When you make legal gun ownership such a burdensome and expensive task, many people simply aren't going to bother with doing things the right way and will just get a gun any way they can. Better to have it and use it to defend yourself than not have it and die. Like the old saying goes, better to be tried by twelve than carried by six.