That's not true in anywhere that I know of. A business owner can put up whatever signs he wishes (he can buy a sign at Lowes), but police officers will only enforce city or state, etc. laws.
It would be a pretty strange police officer who responded to, "That man is carrying a gun, and I don't want him to!"
Here's a concealed carry reciprocity map. Legal is legal.
http://www.usacarry.com/concealed_ca...city_maps.html

