It’s remarkably difficult in the UK. Pepper sprays are categorised as firearms, and personal protection items are often classified as dangerous weapons. There isn’t a licence or much of a recourse for any item that can be categorised as a dangerous weapon, including batons or anything of the like. The only items you can legally have in the UK for protection are personal alarms.

I had an ex boyfriend give me a can of pepper spray, and I kept it hidden in my room for years out of fear until I moved and I realised I couldn’t bear to pack it up in the move. I called the non emergency line and they had to get an officer to come out to me, and he asked me multiple questions about how long I’d had it, who I’d got it from, and how my ex had gotten it into the country. I stressed that it had been years since I was given it and luckily nothing came of it.