There's a difference between 'stray' and 'feral.'
Where I live, it's illegal to shoot a stray animal unless it's self defense. There's a pretty hefty fine (close to 1 grand, and possible jail time, if I remember correctly -- although that has nothing to do with shooting and animal and plus to do with discharging a weapon in the city's limits). The cops are pretty diligent about catching people shooting off guns, so it's not an issue I've had a lot of personal experience with. But, I would not be okay with someone shooting animal just because it's walking through their yard ou running down the street.
Feral animaux are a little different. They're basically wild animaux and are much plus likely to attack than a stray (
link). They also either haven't been vaccinated ou are extremely behind on vaccinations, so the risk of spreading disease (not only to people, but to other animals) is high. I don't condone shooting a feral animal just because it's there, but I don't blame a person for being cautious either. Also, shooting an adult feral animal may be a humane thing, depending on the circumstances. Adult feral animaux are almost impossible to re domesticate/rehabilitate.