JACKSONVILLE, Fla. -- A group of mayors from different states and of different parties, including Jacksonville's Mayor John Peyton, recently found some common ground as they work to make their cities safer.

Peyton was one of a handful of mayors to speak at a news conference in, Washington D.C. during the 2008 Mayors Against Illegal Guns summit Monday afternoon.

The coalition of mayors has unveiled new initiatives aimed at reducing gun violence. They've enlisted the help of Wal-Mart, one of the nation's largest gun retailers, and are also seeking a change in gun laws.

As one of the few Republican members of Mayors Against Illegal Guns, Peyton along with New York Mayor Michael Bloomberg, announced a new initiative to get illegal guns off the streets.

They said they want to close a loophole in the law that allows anyone to buy guns at a gun show without a background check.

Peyton used Jacksonville as an example of where guns from gun show sales end up used in crimes.

"We noticed in Jacksonville, when we really started peeling layers of the onion back, that many of the folks who are wrecking havoc on our community quite frankly were using guns that were purchased illegally. Gun shows are one of those venues -- close that loophole," said Peyton.

After his speech, Peyton kicked off a public service announcement about the gun-show loophole in which he and the three presidential candidates say it is time to close that gap.

The group has received some big support. Wal-Mart stores announced on Monday they would work with the campaign to help curb gun violence.

"Retailers like Wal-Mart who volunteer to join this partnership agree to implement a 10-point code, which will help insure that guns don’t fall into the wrong hands," Bloomberg said.

As part of the 10-point code, Wal-Mart officials said they would run background checks on all their employees and that the company would videotape all gun sales and keep a log of suspicious sales.