Look up local laws.  They are all different.  Maybe check out KnifeRights.
Edit to add:.  I know what is legal in my local, but I've also been carrying a knife as far back as my memory goes.  As such, I don't really consider it a weapon, therefore have little desire to blurt out "I've got a knife!".  Now the forty five on my belt, that's a different story.  
Early on in my carry, it was law to inform Leo's of your firearm.  Later the data was merged with vehicle/license data, and now screen pop's, so the law changed to not require verbal notice.  Since that time I got pulled over in a freeway speed trap.  At the end the officer asked if I was carrying, I said yes.  He then asked why I didn't notify him earlier?. I stated simply that it was not required, and I knew that he already knew also.  He just smiled said thank you for taking measures to protect your own family.  
Then a few months ago I got pulled over again by a local.  I decided to give verbal notice as a courtesy.  He asked where it was, replied "hip", he said "fine", and went on his way writing my ticket.  
So, meaning to the stories, cops deal with a ton.  Unless you look suspect, act suspect, or are suspect, I doubt anyone would give a second thought to a knife....unless it really is illegal where you are or what you carry.