I've never seen those Penn and Teller episodes. Very nice.
However, even they can't get it 100% right, even if they are spitting in the eye of gun control. On more than a couple references in just the first episode, they blamed the cause of child deaths, in home deaths, accidental deaths on the guns, rather than the people operating them.
(Or perhaps they didn't mean it that way, but media brainwashing over the past 20 years has subliminally made most people lay blame this way.)
We don't blame drunk driving on the car, shootings involving the use of a gun should never be blamed on the gun either.