Most crews are thoroughly stripped of their baggage ( as they are the easy victims) to fulfill the airport security statistic quotas. Haven't you notice that they tick each time for each baggage search.
In the USA flight crew can carry a firearm with a "US Marshall" ID, if you can pass a generic FBI background check (all airport personell need one) you can basically get this liscence. There may be more details to it that I do not understand.