The Bureau of Alcohol, Tobacco and Firearms (ATF) has existed since the U.S. was formed. It was created primarily to collect taxes and investigate those who didn't pay taxes on alcohol. The bureau's duties gradually expanded to include more law enforcement. In 2003, the bureau moved from the Treasury Department to the DOJ (and shed its tax-collecting duties), instead devoting its resources to investigating violations of firearm laws, cigarette and alcohol regulations and explosives problems. It changed its name to the Bureau of Alcohol, Tobacco, Firearms and Explosives, but retained the acronym ATF.
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