Bottom line is that if it would be illegal to carry I wouldn't risk my rights to carry in my own state or others if caught and convicted over one individual states limitations.
I would however look into that states law on vehicle carry of a firearm. You maybe able to legally carry your firearm in your car just not on your person while out of the vehicle. If this is an option make sure you also research the laws as to non attended securing of a firearm when left in a vehicle.
When I drive over to meet my better half at a LA. casino where I am not allowed to possess a firearm past the parking lot, I disassemble my weapon. I then take the slide with barrel and spring intact with me to the room. Leaving the lower frame hidden in the vehicle with the magazine removed and stashed elsewhere in the vehicle. The sum of the slide and parts are not considered a firearm, the lower frame with the serial number however is. I don't take the ammunition into the building because it is legally an explosive which is also not allowed.
I figure I will respect the rules of the casino as it is posted and legal. I just wish they would respect my wallet and allow me to win a bit more rather than less. Only seems fair doesn't it?