Robert Farago followed this post up with another, equally fascinating: Why The Rabbi Carries Three Guns, And I Carry One
This is the Rabbi talking - he's the guy in the video pretending to kill imaginary bad guys:
I carry a back-up pistol, accessible to my support hand because I know through study of both real and simulated gun fights, there is a strong probability of getting shot in the dominant hand/arm. In fights, adversaries focus on the threat and in gunfights, that’s the gun hand. With the eyes focused on the gun, the body and thus the aim point focuses there as well.
One reason a back-up may be needed: the primary gun may be disabled by being hit by a bullet, see above, or can jam for a multitude of reasons, such as being rolled around in the dirt during a fight, or simply a worn magazine spring. Additionally, guns, like all mechanical devices break, just because.
A back-up gun is also important if your primary gun gets taken in a gun grab. Many altercations start as a physical fight. If the gun is inadvertently discovered during the tussle, it may be grabbed from you. Likewise, it may be taken from you if deployed at the wrong time.
My third gun is on my ankle for two reasons. Through training, I know that accessing a belt-borne firearm, can be very difficult, if not impossible, if the fight goes to the ground–again a good likelihood. There are a few techniques that allow a draw from an ankle holster when your belt holsters are not able to be reached. Ankle holsters are also very good for use in the car since they are not encumbered by a seat-belt. Just like one type of gun, or one style of holster may not be perfect for all occasions, one carry location may not suit all needs either.
Lastly, having three guns allows me to give one to someone else (who is mistakenly, not carrying) in a emergency and still have a back-up.