One of the HLS FedSoc members was wearing this shirt around campus last week. And he's not even in the Target Shooting Club!
Cambridge is one of the most gun-unfriendly jurisdictions in the USA; New York City may top them. Even mere possession of a gun requires a license, which the local police chief is loath to issue (I hear the Somerville police chief is more accommodating). Of course, even if I was able to get the requisite paperwork and permits, I could still not have a gun, since Harvard does not permit firearms or ammunition in apartments it leases. It's quite unfortunate.
Edit: This post has been corrected for glaring factual errors. Will Baude calls my attention to Washington, D.C.and Chicago's flat bans on handguns. These are, of course, more restrictive than the Cambridge and New York laws, which I believe have discretionary permit schemes but not flat bans (although they amount to the same thing if they refuse to issue any permits). I can only blame the prior exaggeration on my irresistible urge to complain about Cambridge and cognitive bias toward places where I have lived. At least if you work in D.C., you can live in Virginia and have a gun if you please. Poor Chicagoans.