You might have heard of it, Dick.

"They can have all the guns we want in the fed building," Daley said. "They can have all the guns. But why should we as a city not be able to protect ourselves from those who want guns in our society?"

Well, because of a little thing called The Second Amendment to the U.S. Constitution, as ratified in 1789, and upheld by SCOTUS on this date, per Heller.

See, municipalities can get more restrictive, so long as they aren't violating the Constitution of the United States.

Maybe I should make this easier for you, Mr. Daley:

Your city also can't decide which religion people follow.
Your city can't stop the redress of grievances against the government.
Your city can't stop peaceable assembly.
Your city can't stop free travel.
Your city doesn't get to compel people to testify against themselves.
Your city doesn't get to search people's homes without probable cause or a warrant issued by a magistrate.
Your city doesn't get to assess unreasonable bonds, or impose cruel or unusual punishment.
Your city doesn't get to deny due process.
Your city doesn't get to deny equal protection under the law.
Your city doesn't get to deny any non-felon individual of majority age the right to vote.
Your city can't compel involuntary draft for military service.

Why not?

Because the Constitution of the United States says you cant, you knob.