1. "Public Enemies" is a good movie - the book is even better.
2. As to agents carrying guns - much of it is both place and assignment related. White Collar Crime guys sometimes did not carry, as they spent day after day in the office, working the paper. They were more accountants than 'crime fighters'. Others in other assignments, even WCC guys in different assignments, carried all the time.
3. There is also a 'Generational' factor - many of the old time "Hoover Era" agents did not carry all the time, particularly off duty. Today's agents (at least in the border areas) all carry all the time. Of course, back in the 30's, if you shot at a "Fed", you were unlikely to survive to be taken in. Plus, your entire organization would become the focus of attention.
These days, it's not that way.