Most of ours happened in the time period shortly after the Civil War where you have a lot of people who, not only trained to fight but did their fighting domestically for what they considered righteous causes. It's inevitable that some of those people will eventually turn against the government.
But, as others have pointed out, we're hardly the top of the heap when it comes to heads of state being killed. Weird as it may be, I'm always intrigued that JFK was the last, although he's certainly not the last politician to be assassinated. You never want a populace that has become complacent as to their government, you don't want assassinations either, so it's a weird balance.