If you live in a country (state) where guns are illegal, you have to pay through the nose to criminal sources and smugglers.
This HK is for sale in the U.S. It costs $1,649.99, before shipping. I went shopping for high end 1911s (Kimbers) and they had prices in the same range.
It really depends on the gun you're looking for. But I'm sure the black market factor is part of it.