For me, protection. We live in a rural area with black bears, grizzly bears, mountain lions and a ton of wolves. It would be suicide to go into the woods unarmed.
If I lived in the city, I would definitely have a gun in my home in case of a break-in or home invasion.
A lot of people enjoy target practice as well. Skeet shooting is a lot of fun (shotgun) so there are reasons outside of people killing for people to own guns.