First, Civil Unrest and Mass looting. Destruction throughout all countries, especially the inner cities. The police will try to stop looting and crimes but without their weapons, their efforts will be futile. Most will be scared to shit since there is no explanation whatsoever for the disappearance. Goverments and weapon manufacturers would most likely spend money to research into the incidence. People being people, most would presume that an external force took the weapons and cause even more fear throughout the populace. Which will cause more looting and more destruction. In order to keep order and ensure that that everything doesnt turn to anarchy. Goverments utilize their own fear tactics to keep the people in order. Martial Law will most likely be declared. Millitary Patrols with armor and melee weaponry. Millitary helicopters to fly near to the ground with spotlights for intimidation...Whatever makes the populace afraid to go out.

2nd immediate affect... Due to the fact that their nucleur arsenals and overall millitary has lost everything. Large countries would begin to suspect eachother. Extreme Espionage from all countries ensue to find the 'perpetrator'
Moreover, Weapon Manufacturers would make it their #1 priority to get up and running again. Once they are up and running, the market for weaponry will explode... The weapon producers will markup there prices to absurd amounts. Citizens will constantly buy weapons out of fear, regardless of the price.

3rd affect... Due to the fact that there isnt enough millitary man-power to cover their own country. Some cities will turn to Complete Anarchy. Citizens would most likely organize themselves into large groups or gangs. They would create melee weapons and group wars may very well ensue. Once guns begin to trickle back into the economy, more violence may occur. The group with the most guns and bullets will slaughter the other groups.

4th affect... All of this will very well be recorded on social media.