There's more to say on the subject, but in the meantime you might be interested in this answer I wote on the presence of firearms in the Soviet Union.

As an addendum to that, I'll add that it was legal for party members to carry firearms, and in the 1920s and 1930s it was common and even fashionable for party members to dress in a paramilitary style (e.g. wear a trench coat) and carry a pistol.