See maps and drop downs for each state:
Then read and understand Firearms Owners Protection Act:
One of the law's provisions was that persons traveling from one place to another cannot be incarcerated for a firearms offense in a state that has strict gun control laws if the traveler is just passing through (short stops for food and gas), provided that the firearms and ammunition are not immediately accessible, that the firearms are unloaded and, in the case of a vehicle without a compartment separate from the driver’s compartment, the firearms are located in a locked container.
Under this provision, someone driving from Virginia to a competition in Vermont with a locked hard case containing an unloaded handgun and a box of ammunition in the trunk could not be prosecuted in New Jersey or New York City for illegal possession of a handgun provided that the individual did not stop in New Jersey or New York for an extended period of time.
See 18 USC § 926A http://www.law.cornell.edu/uscode/text/18/926A