Many state laws prohibit carrying daggers, especially concealed. For instance here in WA
RCW 9.41.270
Weapons apparently capable of producing bodily harm—Unlawful carrying or handling—Penalty—Exceptions.
(1) It shall be unlawful for any person to carry, exhibit, display, or draw any firearm, dagger, sword, knife or other cutting or stabbing instrument, club, or any other weapon apparently capable of producing bodily harm, in a manner, under circumstances, and at a time and place that either manifests an intent to intimidate another or that warrants alarm for the safety of other persons.
If a cop has reason to stop you then "alarm for safety" is their judgment call.
In Illinois it's a "knife with a blade of at least 3 inches in length, dagger, dirk, switchblade knife, stiletto, axe, hatchet, or other deadly or dangerous weapon or instrument of like character."