How old is he, though? It's a bit harder to learn when you're younger, but my older kids can learn a few things the hard way as long as it's not actually dangerous.
It works for other things too; let them feel the pain of their consequences when the consequences aren't really a big deal (but they seem to be to them) and they'll be much more responsible.
My daughter only forgot her shoes (and thus had to wear her snow boots all day at school, which she thought was pretty embarassing) once. When she called home to ask my wife to bring her her shoes, the answer was, "tough luck. Next time don't forget them." Said nicely, of course! Like I said, it hasn't happened again.
Along those same lines, my older son has dropped the ball on a few homework assignments, and been very stressed out about it. My philosophy is that it's better to flunk a handful of minor assignments in 2nd and 3rd grade than to not learn to be more responsible about your homework long before you get to High School, or worse, college or your career. He's also become much more responsible simply by virtue of the fact that we made him responsible and refused to accept responsibility for things we decided that
he needed to do, and not us.
Anyway, I may have gone a bit far afield; but I'd take those same principles and apply them to playing swords and whatnot. It
is my responsibility as the father to make sure my kids don't have access to movies that they aren't prepared to watch. So, don't expect me to sit down with the kids and my copy of
Die Hard anytime soon. It also
is my responsibility to make sure that my kids aren't playing in such a way that it's actually dangerous. But it's also my responsibility to make sure my kids can learn to make decisions about what to watch and what to play on their own that are responsible decisions. And they won't ever learn that if I don't give them the opportunity to make the decision, even if I wince at what they decide every so often.
Eh... sorry for the sorta threadjack.