Extremely rare but there are a couple of privately owned mini guns, they probably belong to dealers.
Unless you have a Class III Federal Firearms License (which is something that is very stringently controlled) you cannot legally own anything fully automatic that was made after 1986. Class III license holders are allowed to have a limited number of automatic weapons as "dealer samples" because they do business with law enforcement agencies, the military, etc.
The full auto stuff that can be legally owned, IE stuff made before 1986, is not cheap. Like last time I checked a civilian legal MP5 or M16 costs between $15,000 to $25,000. The people who own them are collectors with a lot of money.
See above. You can't own live grenades at all, those are considered "destructive devices".
Geez, it's not like we run around waving machine guns we just bought from vending machines here.