The truth is that law enforcement has done a fantastic job of monitoring the sale of black market bomb-making materials (the transatlantic bombers were being watched by more than a thousand agents -- they only got as far as buying the components before police swept in). See, we've been fooled by action movies, where any mobster can come up with a block of plastic explosive to stick under the car of a snitch. Hell, the Joker can buy entire buildings full of explosive liquids without anyone noticing. In the real world, it turns out that no, you can't really order large quantities of anything that goes "boom" without the government kicking down your door five minutes later.
Contrast that with this Wired article about how Aurora shooter James Holmes amassed his stockpile:
If you want to kill large numbers of people, you should seriously consider buying a handgun or assault rifle. As the movie-theater massacre in Aurora, Colorado demonstrated, chances are federal law enforcement and homeland security and counterterrorism agents wont see you amassing an arsenal of assault rifles, handguns and ammunition.
Longtime law enforcement and intelligence veterans say that the feds simply dont have ways of spotting stockpiles of firearms. It stands in contrast to their successful post-9/11 efforts at stopping the spread of bomb precursors like chemical fertilizer.
There is no watchlist that captured Aurora suspect James Eagan Holmes, who appeared in court on Monday, as he spent thousands of dollars on AR-15s, Remington shotguns, Glock pistols and body armor. Holmes did much of his ammunition shopping online, where he purchased thousands of bullets and hundreds of shells with what the New York Times called a few keystrokes.
In short, one of the most useful tools for killing people is effectively excluded from the attention of federal agents who have received sweeping powers over the last decade to prevent mass-casualty events. I dont know of anything about Holmes gun purchases that wouldve notified law enforcement as a matter of policy right now, says Jack Cloonan, a retired FBI counterterrorism agent.
http://www.wired.com/dangerroom/2012/07/aurora/