SOCHI, Russia—The most carefully guarded sporting equipment in the Winter Olympics lies behind the door of a sealed-off corridor in a stadium near the upper reaches of the Caucasus Mountains. It is monitored at all hours by security guards who open the door only for its owners. And even then, they need personalized keys to retrieve it from their lockers. For biathletes, the security measures are just one more reminder: It isn't easy getting your equipment around the Olympics when your equipment includes a .22-caliber rifle.

Only the biathlon, which combines cross-country skiing with target shooting, requires athletes to carry firearms on their backs. And while many countries allow biathletes to take their rifles back to their hotel rooms, Russia has stricter rules.

When biathletes arrived in Sochi, their rifles were taken off their planes and delivered directly to the biathlon venue, which is the only place they can access them. Biathletes must sign out their rifles when they arrive and sign them back in before they leave. Every box of ammunition must also be signed out and accounted for.

The measures are similar to those used at previous Olympics, and Russia isn't the only country with such tight controls. But it is among the strictest. "There aren't a lot of other countries like that," said U.S. biathlete Sara Studebaker.

For American biathletes in particular, it represents a stark change from what they are accustomed to at home.