The NRA (National Rifle Association) has evolved from a sporting association to the leading advocacy group for gun rights in the US. Scott Melzer. The organization has been around for 140 plus years. It has had different identities over those years.
Since the 1960s and 70s when gun control really came on the radar in the United States after the political assassinations and other events, that's when the NRA began to change its identity from just kind of a hunter and sports shooters group into this politicized gun rights group. So essentially they've been around for ever, and they were the first organization that took a stance and they've just grown since.
They argue that gun rights defend and protect all other individual rights and freedoms. And that fits with a conservative philosophy of government out of our lives, citizens shouldn't be dependent on government for protection via gun control or social services, instead they should rely on themselves for protection and for their incomes and so forth.
For the NRA to argue that the government should stay out of our lives - that appeals to Tea Party conservatives and many other conservatives who, in the most extreme, accuse President Obama of being a socialist.
But even political moderates and I would even say some folks who lean to the left would oppose the expansion of social welfare under the guise of attacking individual rights, or individual freedoms, or individual egos.