I went into court with an empty holster once.
The security was clearly displeased, and gave me a security screening that made me feel like it should have ended with a cigarette, to the point where they discovered my handcuff key and denied me entry for that. (I had no idea you weren't supposed to carry a handcuff key into court. I'd all but forgotten about it on my keyring, placed there early in my security days as a backup to my real key.)
I walked outside, buried it in a planter, and walked back in, much to the chagrin of those at the metal detector.