Well, since 26-OCT-2007 large parts of the Swiss Army's actives have to return their personal ammunition to storage. It is in fact somewhat difficult to steal these guns, as they are usually kept locked up.
It is true by the way that in many European countries getting a firearms license is not too difficult, but certain restriction may apply. Where I live, guns have to kept locked up in a certified safe and law enforcement officials can enter any home to which a firearm is registered without obtaining a warrant first to make sure that they are kept locked up. You cannot transport a gun in any way except to hunt and to the firing range, guns and ammo must be kept seperate even when travelling, must be kept in a locked case, etc etc etc. Police do check when hunting season starts. It is almost impossible to obtain permission to carry a weapon, concealed or not.
Stupid as this may sound to Americans, but it seems to work. About 98% of all crimes, including burglary, are carried out by unarmed criminals. The most common weapons are knives, followed closely by sticks and steel-toed boots.
Hell, in some countries police go around unarmed to a large degree, such as the UK or Japan. They don't seem to have such a large problem with that, and crime rates do show.
And to all the people who are for having a gun for personal safety: If you are not trained to use one professionally, odds are about greater than 50% that your weapon will be used against you.
Sure, where there's a will there's a way, but the average joe will have a hard time finding a gun if there's sufficient control. Guns are, btw, not a really lucrative business in smuggling, as they are made of metal, thus easy to detect, require ammo, are heavy, large and cheap. Drugs are much more profitable, a policeman told me.