evand comments on Gun Control: How would we know? - Less Wrong
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This also seems like a place that needs close attention to the regression fallacy. If especially high crime rate areas tend to change their gun control laws (either direction!) and then crime rates improve, that could be regression instead of cause and effect.
That could definitely apply to a lot of the examples they presented. I'm still mystified by Washington D.C.: they already had a higher murder rate than the US average, then handguns were banned in 1975, then their murder rate tripled while the national average stayed fairly flat, then their murder rate came back down to its mid-70s level in the late 2000s, then the handgun ban was struck down. My current favored conclusion from that is "gun control laws themselves just don't matter very much, and are dwarfed by other social and cultural forces."