Best advice is study the applicable laws of the states to which you will travel. You can also consult the states' Attorneys General for more info.
FWIW, The PRK is revered by the Brady Bunch for having some of the most restrictive laws in the land. In general, there are no peaceable journey clauses and they don't recognize any permits other than their own. Bringing a gun into the state can be hazardous since it can be argued you are "importing" an unregistered and unapproved firearm. I won't tell you not to carry your gun but I will tell you to tread carefully if you do.
Personally, I don't feel bound by the gun. I am willing to leave them at home and look for other options when visiting NPEs, non-permissive environments, like the PRK, Hawaii, New Jersey, DC, Chicago and other such places. Knives, for instance, are coming under increasing scrutiny but can still be carried with minimal fuss in most places. I like the way knives work on people, both pysically and psychologically.
I also carry unconventional items like flashlights, and many other less obvious weapons. For instance, John Farnam gave me the idea of developing a limp while traveling and carrying the Cold Steel
City Stick for a cane.
I've only once has an airport or other security person ask about the City Stick. I purposely "limped" back a couple steps at a major airport's security screen to pull off my best Al Sharpton/Jesse Jackson impression (It's pretty bad actually). I made a bit of scene complaining that the screener was discriminating against a crippled, black-man...They couldn't give me the City Stick back fast enough! My wife on the other hand, headed for the airline gate as if she didn't know me.

When you take the time out of your day to beat someone, it has a much longer lasting effect on their demeanor than simply shooting or tazing them.
G. C. Montgomery, Jr.