LEOs are given more relaxed rules for carrying.

I recently had a LEO friend tell me that the policy will typically keep you out of jail but not out of court (for LEO carrying out of state).

H.R. 218 allows for nation-wide concealed carry for law enforcement officers.

http://www.leaa.org/218/index.html

That's the federal law.  The states are still trying to get things figured out with regards to how the law applies to them.  Just because you are doing something that is legal by federal standards does not mean the states cannot arrest and attempt prosecution.

For example, shortly after the bill was passed there was an incident at Sturgis Bike Week with some off duty cops.  They were from out of state and were carrying their firearms.  At some point, a fight broke out.  These guys had to go to court because they had their guns and believed they were ok to carry because of the fed. law.

They ended up winning in court.  However, they had to go through all the b.s. of court in orer to win in court.

Not sure about the law but I'm pretty sure if you go to a range in a different state and show the proper I.D. card, all will be good. If you're out in the middle of nowhere, no harm, no foul.