You DO need a permit, I think everywhere, to concealed-carry. If you don't have that license, then the gun has to be plainly visible to anybody who can see you. Some areas either do not issue these licenses, or enforce rules that are written in such a way that it is up to the Sheriff's discretion (i.e., $$$ or VIP connections). California used to be this way, but was recently changed to what is known as a "shall-issue" state, which means that anybody who wants a license to concealed carry their gun must be given one, provided they pass the requirements (i.e., intensified background check, weapon safety course, $$$).

Also, so-called "open carry" can be illegal in some areas, which would mean that you would need that concealed weapon license in order to have your gun on you, or even in the car with you (accessible by the occupants of the car). But states cannot simultaneously make it illegal to open carry AND difficult to acquire a concealed weapon license - the Supreme Court ruled that this was a defacto violation of the right to bear arms.

http://en.wikipedia.org/wiki/Gun_show_loophole

Gun show loophole is a U.S. political term referring to the sales of firearms to private buyers by private sellers at gun shows. This kind of sale doesn't require or allow the seller to perform a background check on the buyer, and doesn't require the seller to record the sale. The loophole refers to a perceived gap in the law with regard to sales or transfers of firearms between private citizens. The term may also be referred to as the Brady bill loophole, the Brady law loophole, the gun law loophole, and the private sale loophole.

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Seven gun show loophole bills were introduced in the U.S. House and four in the Senate between 2001 and 2013, but none were passed. As of January 2015, 33 states do not restrict private sales of used firearms between private individuals, whether at gun shows or elsewhere. However, the U.S. capital and the other 17 states do require background checks for some or all private firearm sales.