Also the more powerful the "gun" becomes, the smaller the possibility that you'll actually engage in close combat. Though I believe there are still guns who have either hidden blades (not cool Assassin's Creed ones, lamer and smaller, pun intended) or places where you can equip knives.
When I was in the army (now I feel like an old man when saying this) we had the later. We always carried a small knife, but when we were on guard we attached that knife in our rifle-like gun.
Also, to be on topic. I'm thinking that yesterday was super-special-awesome and even though it's something that will probably not happen again soon, I can still cherish the memory^_^