I hate to admit it, but it is right here in "gun friendly" New York State. 
Yes and it is such a wonderful experience.
Get fingerprinted(Several Copies) Get to list four folks as references and they must SIGN the application. Have the state obtain your military records and call on your neighbors and family to ask about your stability and if THEY approve of your possession of a handgun. Undergo an interview. Generally get treated like a criminal and pay a few dollars to the local PD.
And then you can only own a handgun, not carry it without a lot of BS. And every handgun is listed on your license by serial number, don't get caught with a handgun not listed. And you must have a permit to even handle a handgun, your wife breaks the law if you let her shoot and she does not have a permit.
Go into a gun shop and want to look at a handgun, you better have a license and show it to the folks behind the counter.
Unless you live in a rural county upstate and you contribute to the local judge's election fund, forget about a carry permit.
A little known fact is that Rudie Giuliani revoked almost all the carry permits in NYC when he took over as
EmperorMayor of NYC. Only folks with influence (Celebrities) can have carry permits now.
NY State is a Third world country. You are treated like a subject not a Citizen.
When I applied my file was over an inch thick stamped in big red letters NO RECORD. They did more thorough check that I got when I obtained a security clearance in the Army!
Then the process of buying a handgun. Get Serial number and info from gun shop (Naturally they want to be paid up front) Go to PD or Sheriffs dept with info. Pay fee to register gun, take paperwork back to gun shop, then take paperwork and gun back to PD for them to check, enter on your license and generally treat you like poop.