This review synthesizes research on the relationship between gun regulations and gun violence, focusing on cross-national, comparative perspectives and the conceptual and methodological challenges that hinder systematic global analysis. Although substantial evidence from the United States demonstrates that stricter firearm laws are associated with reductions in homicides, suicides, accidents, and mass shootings, the United States represents an extreme outlier in both regulatory permissiveness and levels of gun violence. Consequently, findings from that context may not easily generalize to countries with stricter baseline regulations. The review identifies three central challenges for advancing comparative research. First, the measurement of gun law restrictiveness remains inconsistent, as many studies rely on proxy indicators such as firearm availability rather than direct assessment of legal provisions and implementation quality. Second, cross-national data on gun violence suffer from gaps, inconsistencies, and limited comparability, complicating robust empirical analysis. Third, causal identification is still rare outside the United States, where quasi-experimental methods have begun to illuminate policy effects. Addressing these challenges requires improved data infrastructure, more precise measurement of regulatory design and enforcement, and broader use of causal research designs. The review calls for interdisciplinary and cross-national collaboration to build a stronger evidence base for effective gun policy worldwide.