The answer to this question is protected as Sensitive Security Information (SSI) and can't legally be disclosed here. Anyone who does answer the question either doesn't know what they are talking about, or faces steep legal consequences.
Many, even most, questions relating to airline security (in the US at least ) are similarly handicapped.
I spent a bit of time Googling this and I couldn't find any other country that systematically arms pilots using a public, open program like the FFDO. What countries might do in secret is anyone's guess, though.
The most obvious candidate is Israel, since El Al is famous for its tough and often very visible security. There are many reports that El Al uses ...
Once you land you have to abide by the laws where you are. In the US federal laws (if there are any), when flying in US airspace.
Most US laws about airports and guns, only apply to the secured space. (Inside security), not the GA ramp or anyplace else.