An implied right in the United States of America under the Constitution. Since everyone has already been guarenteed the right to bear arms, everyone figured it would be alright to keep armed bears.

The right, much like the right to bear arms, comes from America's history. Back in the days when the United States was just a bunch of colonies and had to fight for its independance, a bunch of the colonists decided that arming the local bears would give them a tactical advantage over the British. Thus, the tradition of arming bears was born.