In the US, pen gun is considered as Any Other Weapon (AOW). You could buy one legally, but the pen gun has to be registered and you need to pay an extra $5.00 transfer tax.
From
http://www.paladinarmory.com/LegalTips.htmThe National Firearms Act of 1934 (NFA 34): This law placed certain cl. of firearms into a registered ownership category. Private individuals can possess a functional machine gun, silencer (suppressor), short-barreled rifle or shotgun, smooth-bore pistol, cane gun, or destructive device (certain shotguns, grenade launchers, hand grenades, bazookas, mortars, cannon, etc.) only after first paying a Federal Transfer Tax of either $5 or $200 per firearm/device. The $5 tax applies to pen guns, cane guns, smoothbore pistols, or any other such firearm that the Bureau of Alcohol, Tobacco and Firearms classifies as "Any Other Weapon" (AOW). All other functional guns or devices in the NFA registry require payment of a $200 federal tax for each private transfer. The tax is not an annual tax. It only is paid each time a functional NFA firearm is being transferred to or from a private owner (excepting inheritance).
As far as I know, the last picture of the pen gun shown is the only one that wasn't classified as AOW. So, you can buy it as a regular handgun.