In a church in New Jersey.
The killer had a restraining order against him by his estranged wife, and earlier by his own father. He lived in California and drove to NJ where his wife was, entered the church where she attended, and opened fire, killing two and wounding another.
I don't even think this guy is a US citizen, which begs the questions of how he managed to get a gun in one of the most anti-gun states in the US, drive to another state which has some of the most restrictive gun laws in the US, violate his restraining order and the law saying he can't bring a gun into a church, and then murder two people, which is also against the law?
I would have to say that laws and regulations don't work all that well, and anything you can do to protect yourself when such things happen is recommended. Or you could just run, or get down on the ground and place your forehead against the carpet. Your choice.