I'm not an American, so I could very well be WAY wrong; but, wouldn't a grenade be a "destructive device" and so subject to a $200 tax stamp?
So one could "own" a grenade. but using it would be a bit hard on the ol' wallet.
"Those who have long enjoyed privileges as we enjoy, forget, in time, that men have died to win them."
Franklin D. Roosvelt