My last employer was the only place I ever felt uneasy enough that I needed to keep a gun in my office on a full-time basis. I screwed a plastic coated magnet to the underside of my desktop and I would stick my 10mm to it after I walked in each morning. The way my desk/door was arranged, I always felt like a trapped squirrel if a confrontation ever happened. I could grab the pistol easily when I was seated at my desk.
That employer had a habit of attracting some really odd people, partly because they'd never screen and hire people directly. They always hired employees on a "temp to hire" through one of the labor companies. They didn't have a full-time HR department, so conflicts and altercations usually spun out of control in the days it took for the "part-time" HR person to consult with someone at the labor board on what they should do in a particular instance. Every time an employee would be having performance issues, they'd find a way to play the disability, race, or discrimination card to buy themselves time. It would freeze HR in their tracks every time while they consulted with an attorney or labor board.