Gun laws vary from state to state. In some U.S. states, there is virtually no gun regulation at all, like Montana and Alaska. On the other hand, some states have stricter gun legislation. Some of these states which have the strictest gun laws tend to be those which are most populous and have a larger urban community, those who are residing in cities compared to those in rural areas. Take California for example, which has the strictest gun laws in the United States and has the seventh lowest rate of death by gun violence despite being the most populous state. Other states with some of the strictest gun laws include New York, New Jersey, Illinois, Maryland, Massachusetts, Hawaii, and Connecticut.
Saying "Chicago has the most restrictive gun laws" is something I've heard passed around on FB before. It doesn't surprise me that gang violence and random gun violence happens in more populated areas, and that cities and densely populated states would have crime and laws to match. But I've never seen evidence that Chicago is an outlier for gun laws as a city. I mean, the post here suggests that the "assault weapons ban" is new, so clearly the state hadn't made any laws against semi-auto firearms, large calibre firearms, or large capacity mags until now (recently).