Before the Civil War, courts held that the Bill of Rights applied only to the federal government. After the Union victory, the Reconstruction amendments were adopted to elevate individual rights over state powers and cement the federal role in enforcing them.The Heritage Foundation, on the other hand, thinks that the Second Amendment is so clear and sweeping that it's hard to imagine how it couldn't apply to states:
The Supreme Court has subsequently held that many constitutional rights considered fundamental to American principles of liberty override state laws. However, more technical provisions—such as the Fifth Amendment requirement that grand juries approve criminal indictments—apply only to the federal government and don't necessarily bind states.
It is hard to believe that anyone could rationally argue that the Second Amendment does not protect a fundamental right. Yet liberals on the Court, including Justice Stevens whose last day is today, could not even bring themselves to recognize this fundamental right because they don’t like the result. They would never do this with other amendments in the Bill of Rights that lead to results they agree with.