I got pulled over in Modesto Ca one time when I was 18. I was in town visiting friends and family. It was about 2 in the morning and I was coming back from a girlfriends house. Two police cars pulled me over because my tail lights weren't bright enough! TWO! One officer had his gun drawn and pointed in my direction and his high beams on, the other approached my truck, flashlight drawn and hand on his pistol. Anyway, the cop looked in the back of my truck (I had a lockable shell on the bed) and must have seen my rifle case. Didn't mention it. Asked where I was going, license, insurance etc.
He shined his light in the cab of my truck, asked "What's THAT?"
I thought he was asking about the Spyderco Police I had on the dash, so I said, "A knife."
He said, "No, on the floor" It was my surplus wool blanket he was worried about! Haha.
After a few tense seconds I promised to take a look at the lights and he let me go with a warning.
Anyway, I didn't find out until later, but the night before I was pulled over an Officer had been shot as he walked up to the window of a car he had pulled over for running a light. So that explains the extra back up for a routine traffic stop.
As far as security at fairs, 'clubs' etc. I don't worry too much about it. I don't go to night clubs, and if I think security might be an issue I just clip my knife in my waist band behind my belt buckle

If I can't get in somewhere just because I have a knife one me, then I don't. The place will loose my business because of their own silly policies. I think we can all agree that 'weapon' bans don't do much to prevent violence, if you want to hurt somebody you'll find a way.