Depends on the laws where YOU are located. We do not know that.
No
No- but what you can have, and where you can have it is regulated.
No, they are not.
No
Depends on where you are. They are illegal in New Jersey.
Yes
It is not illegal to own ammunition but you must have a permit to own a gun.
This all depends on your definition of armor and armor piercing.
HP ammo is not illegal in the state of California.
He used a special kind of ammo called expanding bullets that is illegal in most countries. They're also called dumdum bullets. When dumdum bullets hit the target they expand inside the target, in this case inside the body, causing much more damage than normal bullets.
No, unless your using it illegally.(e.x. protecting yourself from bullets fired from the police, etc.)
Blue bullets are bullets are high quality Polymer Coated Lead Bullets.