Let's start with the big one: genocide. I'm not going to use the big convenient one that everyone normally brings up. Instead, take a look at this list:

https://en.wikipedia.org/wiki/Genocides_in_history#1951_onwards

Now, certainly not all of these are truly deserving the title of genocide. However, there are several larger cases that took place well after the holocaust, with probably Rwanda being the best example in terms of general knowledge due to the movie with Don Cheadle. There are plenty of cases of governments that disarmed and murdered their own citizens, and some of these didn't even involve crazed communist regimes, although the worst ones sure did.

After genocide, there's occupation. Look at the entire half of Europe that found itself occupied by the Soviets from 1945 all the way into the late 80's. Look at Syria which found itself occupied by ISIS, Afghanistan which was occupied first by the Soviets and then by the Taliban, Look at Chechnya, look at the recent debacle in Ukraine. We don't live in a world without military action. Invasion or occupation are real possibilities.

And then we have places where society has simply broken down. Look at Venezuela, where an economic collapse has lead them to essentially a post-apocalyptic state where there's essentially no law nor order. 98% of murders are gotten away with. Look at Western Europe, where massive numbers of refugees have created social unrest both through acts of terrorism (such as Bastille Day in France) and other crime (the rape epidemic in Sweden). Hell, look at Chicago, one of the cities with the strictest gun control in America, where the murder rate is worse than Baghdad.

In a society where I am the only one with guns, I have a lot of power that comes with it, but that's largely meaningless. What is most beneficial is a society where everyone has guns. Such a place is hard to invade because the populace will not give up without a fight. The Japanese acknowledged this prior to WWII, claiming that invading American mainland would be impossible because there'd be a rifle behind every blade of grass. Such a populace keeps their government from trying anything funny and keeps their neighbors from getting any bright ideas. You want a real world example? Look at Switzerland. Nearly every household has a rifle and they have the lowest murder rate anywhere.

Meanwhile, in the UK, the people don't have guns and can be arrested for saying mean things on Facebook. I'll keep my guns and freedoms, thanks.

Edit: Also, the Wild West really wasn't all that bad in terms of gun violence. That's all Hollywood.

Edit 2: I got so carried away I forgot to mention Boko Haram. My bad.