I could own an AR-15, but I would need some permits and be a member of a sport shooting club. (Norway).
It is also possible to own handguns and hunting weapons. The former needs membership in a gun club, the latter requires a hunting license.
There are of course strict rules for storage.
While there are many different local rules around the world, it is not that case that the US is the only country where you can own guns.
Edit: I should also answer the actual question: While it would be sort of cool as a hobby, I can't be bothered.