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The Lethal Connotation of Guns and Others

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In media in general, and media with children in the demographic in particular, nothing is more dangerous or deadly than an old-fashioned gun. Guns have Instant Death Bullets, and those are the only things likely to cause instant death.
Knives, swords, arrows, and Noodle Implements can hit square-on but leave flesh wounds that cause little more trouble than paper cuts (otherwise, they can have the same instant-death properties as their ballistic counterparts). Blunt weapons may just bruise, if that, even when they hit. Lasers are often Family-Friendly Firearms that just stun, or leave burns with little more effect than a burn from a hot stove. Bombs sometimes leave just a soot layer on their targets; more realistic works will still let a character Outrun the Fireball. If a building falls on top of a character, he may crawl out of the rubble with nothing more than a layer of gray dust — yes, even in works that are superficially realistic. Tornadoes will just fling a character aside even if he does touch the funnel cloud, and Convection, Schmonvection gives enough protection from fire that almost anyone can escape it. Poisonous gas has antidotes, and the worst effects can be escaped if you hold your breath as soon as you know it's there. Even the radiation from a nuclear bomb, the other scariest weapon a character is likely to run into, sometimes causes beneficial mutations; even when it doesn't, it often leaves few side effects between the radiation poisoning and death.
But old-fashioned guns? If a bullet hits, even the overly minor flesh wounds are gonna hurt like mad. No one just shrugs off bullets. And if a bullet hits in a place that looks deadly, then it will kill, painfully. There may be time for a Final Speech, but usually not for an ambulance.
It is also easier to protect yourself from other weapons than from bullets. If armor blocks a physical blow, melee weapon, or arrow, there often will be no damage; in the case of the melee weapons, the character protected may be impacted so little that it violates Newton's Third Law. Gas masks let in all the oxygen and none of the gas. Bomb shelters protect against bombs so well that they never even lose their shape; tornado shelters never lose more than the entry door when the tornado passes over them. But, even given that Bulletproof Vests are more effective in fiction than in Real Life, if it stops the bullet, then the bullet will still knock the character off his feet or even knock him out.
The characters are aware at some level that guns are the most dangerous weapons they can face. Punch! Punch! Punch! Uh Oh... can be played for laughs; but if a character is Immune to Bullets, then only the Weaksauce Weakness will hurt him, and the opposing side will react accordingly. Only the best at their arts can deflect a bullet. And characters only willingly take bullets if they are invulnerable to them, willing to die, or wearing a bulletproof vest.
Fortunately, in series where guns are common and are like this, there are usually few people good at aiming them.
This trope happens for several reasons. For one thing, guns are extremely common in America, and not infrequently used here/there; even in Real Life, they can be dangerous. For another, should a child ever find an unattended gun, it's easier for them to inadvertently hurt someone with it than most other types of weapon. This trope takes the Real Life danger of guns and pushes it to its limit. Whether this effort to make guns scarier does what the Moral Guardians think it does is dubious, but hey...
There is Truth in Television to this, though, as anyone with a good working knowledge of firearms and ballistics can tell you that there is no such thing as "shooting to wound" in real life. Even a flesh wound can easily turn fatal, as the recipient can still bleed to death without prompt medical attention or the wound can become infected. As anyone who observes Gun Safety can tell you, pointing a gun toward anything or anyone you do not intend to destroy is Reckless Gun Usage note and in many jurisdictions, that act alone is sufficient to be charged with assault with a deadly weapon.
Counterintuitively, Bloodless Carnage can make the impression more effective. In old movies, and some newer shows that retain the trope, it often appears that guns fire death itself rather than speedy bits of metal.
Averting this trope may be one reason to enforce Fantasy Gun Control, even though hand-held guns were significantly less effective weapons than bows in the Middle Ages and the Age of Discovery.
Can overlap with Firearms Are Cowardly, where the implication is it's less heroic to deal instant death from a distance than to stand up and fight with Sword and Fist (or be a Badass Pacifist).
Kinetic Weapons Are Just Better (in the future, we'll still use old-school ballistics instead of Energy Weapons) can be a Sub-Trope of this. Contrast Guns Are Worthless (guns' stats pale in comparison to other weapons in the setting). Might overlap with Non-Fatal Explosions (being blasted by an explosion doesn't kill or even injure you much) and Set Swords to "Stun" (using or being hit by a lethal weapon leads to a Non-Lethal K.O.).
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Law & Order: Special Victims Unit: "Infected" starts off with finding the rapist and murderer of Nathan's mom and later on her aunt Gina. Then the plot switches to the discussion of this trope when Nathan kills his mother's killer and his lawyer tries to defend him by indicating that him witnessing gun violence also made him violent.
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The Phantom: Often averted. In the finale of the second story arc of the serial strip, The Baroness shoots him in the chest at point-blank with what looks like a heavy-caliber pistol, and he doesn't raise an eyebrow. (Although this is treated as an extreme case; in context, it convinces the villainess that he really is the Ghost Who Walks, and when he sees a doctor about it later, the man considers it a medical miracle that he's alive, never mind up and running.)
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The Adventures of Dr. McNinja: Played for Laughs in an April Fools' Day one-shot where his family of ninjas (and gunslinging sidekick) is murdered by their only weakness: "Bullets... from a gun."
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Persona 3: Takaya's magnum revolver. Despite the protagonists being shocked, stabbed, burned, frozen, and pierced, one shot from his gun kills both Shinjiro and Junpei, only one of whom gets better, though the former can be saved by a Pocket Protector in Persona 3 Portable if his Social Link is maxed out. Granted, it is a high-powered magnum, but still. Gameplay and Story Segregation is at play here, too. When you fight him, his magnum doesn't do remarkable numbers.
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Silent Hill: Multiple monster attacks in sequence are needed to take a human down, with the remarkable exception of Pyramid Head's BFS in Silent Hill 2. In the occasional boss fight where you square off against a human with a firearmnote Possessed Cybil in Silent Hill, Eddie Drombowski in Silent Hill 2, and Memory of Alessa in Silent Hill 3, their bullets are extremely painful, capable of dropping you to the red zone with one single shot. In a Zig-Zagged example, these aforementioned bosses will take several dozens of bullets to put them down.
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Throw Away Your Mask: Downplayed compared to Persona 3 canon—Takaya's revolver shoots several more people, but only one named character ever succumbs to their wounds.
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LEGO: The franchise as a whole for a long time had a strict no-guns policy, which was only repealed in the 1990s with the release of the Pirate and Western themes.
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Streets of Rage: All the bosses are various types of badass with various methods of using their fists and feet. Mr. X, being an expy of Belger from Final Fight, just packs a cool suit, infinite mooks, and a Tommy Gun. The front end hurts like hell, and the back end halves your health. His son Mr. Y packs an Uzi with similar lethality.
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Poké Wars: Going along with the main Pokémon: The Series premise (see the example above), firearms are by far the best sort of individual weaponry available. Almost nothing faced so far couldn't be killed by well-applied small-arms fire.
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Super Smash Bros. Brawl: Snake uses explosives instead of his guns for weaponry. In his original canon of Metal Gear, he had a perfectly serviceable tranquilizer gun. The stated reason he only uses explosives is that they're cooler and funnier than just shooting people. Plus, it works better with how the game works; sure, guns can hurt people, but can they send them flying off the stage like you're supposed to do in Smash? The follow-up games allow Bayonetta, Duck Hunt, and Joker to use bullet-based weapons freely, and most of said weapons have pitiful launching power.
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Men at Arms: The Gonne has a preternatural ability to make its wielders go Drunk with Power, thanks to the ease, speed, and accuracy with which it can kill from a distance. This and the metaphysical power of its Uniqueness Value make it more of an In-Universe threat than, say, the Troll Constable Detritus' handheld ballista that fires an incendiary javelin cloud.
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Wanted: Taken to an almost humorous extreme in this comic book, where Wesley's skill with firearms is treated as an unstoppable trump card. At one point, as the Big Bad urges his minions to "do something" about the oncoming Anti-Hero, Wesley muses to himself "like what? stop a bullet with their faces?" It seems to not occur to the writer that, in fact, many supervillains are more than capable of exactly that.
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The Dresden Files RPG: The sourcebook points out that while all weapons are dangerous, guns get people's (and non-people's) attention:
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Pico: In Pico's School, Cassandra racks up more of a kill count while she's in her Human Disguise and killing her fellow students with an AK-47. Her turning into a giant, beam-spewing alien for her boss fight actually makes her vulnerable. Likewise, despite respectively having telekinetic powers and ninja skills, all it takes for Alucard and Hanzo to go down is a bullet from Pico, despite only dealing scratch damage in their fights.
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Pokémon: The Original Series:
One episode shows Ash and Pikachu frightened of a robber who brandishes a pistol. Pikachu can summon lightning, Team Rocket is always blasting off after some Pokémon-related explosion hits, but bullets from a gun are apparently worse. Luckily they have walked onto a movie set and it is a prop gun.
Subverted in another episode — Ash is berated by his friends for sending Pikachu after a man with a gun, then another Pokémon takes him out.
The fact that in the original games, your Mons were explicitly trained not to intentionally inflict lethal injuries might have something to do with this: a Pikachu can control how much force it puts into a Thunder Shock, but a firearm has no stun setting.
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The following is a list of statements referring to the current page from other pages.

 The Lethal Connotation of Guns and Others
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Guns and Gunplay Tropes
 The Lethal Connotation of Guns and Others
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Weapons and Wielding Tropes
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others
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The Lethal Connotation of Guns and Others