You were originally able to buy a gun license in the game; however, this feature was cut. The feature was shown in the 8 minute gameplay trailer at Gamescom 2009. Roughly 2 minutes into the gameplay trailer, Vito encounters a police officer. One of the options is "Show your LTC" (License To Carry). Furthermore, there are files still in the game referencing this ability. Additionally, there are files in the game that mention being able buy a gun license from Giuseppe.