NEW YORK—It started as a typical Friday night at the Latin Quarter: exclusive guest list, $200 bottles of Moet champagne and well-dressed clientele lining up to pay a $30 cover charge to party at the swank Manhattan club.

Then a few very, very important people rolled up in a black Cadillac Escalade: New York Giant stars Plaxico Burress and Antonio Pierce. The two sauntered inside, heading for the VIP section amid the pulsing merengue and hip-hop, Burress with a loaded, illegal gun tucked into the waistband of his track pants.

Within an hour, the Latin Quarter would be a...

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