The gun shows held in downtown Lexington will ask that you declare all your firearms at the door, and they will verify it is unloaded, and put it in an unusable condition with a plastic strap. You probably wouldn't be able to holster it afterwards.
I find it ironic that some gun stores, like Antique & Modern, don't allow loaded firearms in their store for "safety" reasons. One would think, of all places in Lexington, a gun store would allow a loaded firearm. It's not like someone is going to come in and hold up the place with a gun. You'd have to be stupid to do that.