I'm sure it's illegal, and no I can't produce the exact laws. But there are so many people doing it that I'm sure unless your doing something reckless and horribly irresponsible the police just look the other way. I have 5 or 6 friends who are police officers and they bring their handguns out to my place to shoot quite often, personal handguns of course, though I would like to shoot their service handguns.
