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.
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 Up to Eleven. 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.
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.
- 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.
- Taken to an almost humorous extreme in Wanted, 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 super villains are more than capable of exactly that.
- Often averted in The Phantom. 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.)
- In the Discworld book 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.
- The characters in BIONICLE never have realistic guns, but they do carry explosives, rocket launchers, lasers, swords, chainsaws, and squid launchers. Possibly justified in that the characters are bio-mechanical constructs for which small arms are more likely to be largely ineffective.
- LEGO 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.
- In Blood and Honor, the rule for firearms is "if you're hit, you die." This is to provide a reason for player characters to oppose bringing firearms into Japan's wars, as Oda Nobunaga did historically the idea is that they become lethal killing implements that even a peasant can use, as well as personally endangering the safety of PCs.
- The sourcebook for The Dresden Files RPG points out that while all weapons are dangerous, guns get people's (and non-people's) attention:
Remember: when a gun is drawn, its a statement of intent to kill people. Even a great many supernatural creatures will take pause at the sight of a gun barrel pointed their way.
- In 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 because they're cooler and funnier than just shooting people. Plus, it works better with the 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 followup games allow Bayonetta, Duck Hunt, and Joker to use bullet-based weapons freely, and most of said weapons have pitiful launching power.
- Takaya's magnum revolver in Persona 3. Despite the protagonists being shocked, stabbed, burned, frozen, and pierced, one shot from his gun kills both Shinjiro and Junpei, only one of whom get 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.
- In the Silent Hill universe, monster attacks can only take a human down after several hits, with one remarkable exceptionnote . In the occasional boss fight where you square off against a human with a firearmnote , their bullets are extremely painful, capable of dropping you to the red zone with one single shot.