Virginia law does prohibit it.
§ 18.2-283. Carrying dangerous weapon to place of religious worship.
If any person carry any gun, pistol, bowie knife, dagger or other dangerous weapon, without good and sufficient reason, to a place of worship while a meeting for religious purposes is being held at such place he shall be guilty of a Class 4 misdemeanor.
Now, the AG has opined that self defense is a "good and sufficient reason", but again, that is only his opinion (which does carry some weight). I would think a judge would follow along, but......