There are businesses in Nevada[1] that will let you drive tanks and fire off howitzers[1] that are privately owned. However many states, and in some states counties and cities, have additional restrictions on what they permit. For example, a muzzle loading revolver isn't even considered to be a firearm federally, but in NY State if you happen to have powder and lead handy congratulations you're now a felon even in your own home unless you have a handgun permit.