Guns necessary?

I noticed in the movie today Cadillac Records, multiple scenes showed guns in the hands of Little Walter and Muddy Waters. It gave the impression that every black musician at this time owned one or had one in their possession. I wonder if this is telling us that they were in constant fear. We're they threatened, or in danger? Was racism a major problem still? I wonder if Chess Recorders was ever threatened or attacked for signing black artists?