Do  you really think that that it is an open border policy that allows 'ammunition, guns and explosives' to be smuggled into this country anymore than it has 'allowed' massive quantities of heroin, crack and amphetamines to be smuggled for decades.  The latter have killed and destroyed far more lives than the substances you mention.

Over 10 million shipping containers arrive in the UK each year, the biggest ships can arrive with nearly 20,000 at a time.  How many of those do you think are checked?  Private aircraft arrive and depart everyday with often little more than a telephone call as a 'check'.  How many leisure craft are there around our coast and would it even be possible to maintain the current schedule of channel tunnel traffic if rigorous checks of passengers and baggage was standard - - none of this has anything to do with an open border policy but the pace of modern life and the demand for goods and services.

We live in a relatively 'free' society and one of the consequences, (and benefit), of that is that the movement of individuals is not highly restricted and recording of their activities as the norm is not acceptable. 

If you want to live in a country where this is not the case then you need to look towards the likes of North Korea.