The trio is among a long list of celebrities who have been granted a permit to keep a gun by city officials, which means they have been able to provide documentation to prove they are either under threat or often carry large amounts of cash or valuables, reports the New York Daily News.
Anthony's gun permit is registered under his real name - Marco Antonio Muniz - and means he is entitled to carry a loaded weapon.
Other stars to be granted the right to keep a gun include property mogul Donald Trump and his son Donald, Jr.
Lawyer John Skylar Chambers tells the newspaper, ""We have seen an increase in celebs seeking their own permits. They can get their own security, but with the internet, it is much easier to find people. They don't want to find someone on their lawn at five in the morning.""