In the case of McDonald v. the City of Chicago, the Supreme Court of the United States ruled that the Second Amendment applies to the states. Read the decision here. The decision was 5-4 which is absolutely stunning since I think that there was no intellectually respectable argument to be made that the Second Amendment does not apply to the states.
The bill of rights applies to the States due to the Fourteenth Amendment. In the opinions written by the majority justices, emphasis is given to the importance that the drafters of the Amendment placed upon the rights of freed slaves after the Civil War to keep and bear arms for their defense. A good day for the Constitution at the Supreme Court.