CHICAGO (AP) — In a state with some of the country's toughest gun regulations and a city that bans semi-automatic weapons, Dana Gordon still feared a mass shooting could happen here.

Gordon, a Highland Park resident and an anti-gun violence activist, knew the familiar questions from victims of mass shootings across the country — how could such violence could come to their school, their supermarket or movie theater, their city.

The latest act of mass violence to hit the U.S. came Monday in the northern Chicago suburb, when police said a gunman climbed to the top of a business along Highland Par...