A grenade launcher is an NFA item, if you pay enough money, file enough paperwork and wait long enough you can legally own one (unless the state has laws against it, which some do). I think from memory if you want to fire explosive ammunition (rather than flares or buckshot) those also need NFA paperwork and time.

I remember on r/guns some people would show off their "4-stamp" guns meaning it had a silencer, short barrel, select fire switch and grenade launcher, all 4 things aside from their costs, requiring a 250 dollar tax stamp each and months of waiting. Basically showing off how rich they were because of the tens of thousands of dollars involved.

Or you buy one on the black market that was stolen from a military base in the USA or Mexico I guess.