Legal, yes. Have I done it? More than once.
Have I been arrested for it? Never.
Is it to be promoted on this site? NO!
Will you get harassed by the police? The Magic 8 Ball says, "most likely."
I have been arrested for OC with a pistol though.
You might have it stolen from you by a game warden if you do it while walking around in the forests W/O a hunting license though.
You talking about rifle or handgun?