No way I would go into Gary, even for a gun. That place is a hole that should fall into Lake Michigan.
You would have to shovel the garbage into Lake Michigan. It won't fall. Then you would have to fight the environmentalists for polluting the lake.
It would be easier to erect a damn at the Chicago River and create a huge reservoir. Cut a spillway through Gary (call it a moat). This way you could produce energy, get rid of Chicago & Gary and stop the invasive Chinese Carp that is set to get to Lake Michigan any time now. It's a win, win, win.