There is a disturbing trend of Uighur terrorists operating outside of their historic range lately (Tianmen, Yunnan, etc.). The recent shipment of knives and other weapons were sezied in Fuzhou. That is as far away from Urumuqi as New York is from Los Angeles. I wonder if this means the police will be given more powers and weapons everywhere across the country.
In the US, the local police level, the police are of course armed. And because of terrorism and heavy drug traffickers, most local Police Departments, particularly in larger cities now have Special Weapons and Tactics Teams (SWAT).
This is understandable, although one of the almost unavoidable down sides of this is that there have been incidents where these teams and the Departments have abused their authority or made mistakes and caused the loss of innocent life themselves. However, when used appropriately, they are needed because of the types of threats terrorists and drug traffickers pose.
Outside of that, the US States at the State levels have their own departments of criminal investigation and their own State Troopers. These people also have access to heavier weapons if necessary, in addition to their normal side arms.
Then in the US, at the Federal level, for crimes that cross state lines, you have the federal Bureau of Investigation who also has their own crisis teams and the ability to call in Homeland Security.
If a terrorist crisis becomes large enough, at the local and state level the Governor can call up his National Guard units, who are Armed just like the regular US Military. At the Federal level the President can either nationalize the National Guard from the states, or use the regular military to defend the US at the national level.
I would be surprised if China did not have Provincial level forces and of course, regular military forces that could and would respond in the event of larger crisis. With this incident, it sounds like the local police responded and killed the attacking terrorists with gunfire.