Knife laws are specific to your area. Find that out. Here, in Canada, I'm okay, never been hassled. It's sort of expected with a kilt. Visible knives are generally legal at the officer's discretion. (It's a tool until it becomes a weapon, who knows when that happens.)

Following the Hansard account of the debate in the UK, I had the impression the sgian dubh was, perhaps unofficially exempt. David Dalglish says different, I won't argue with him. He lives there.

The US has strange weapons laws and they vary from state to state. (I mean that in a nice foreign way.) Check with a local pipe band to see what experience gets away with before asking the police (who are the ones that really matter, besides your mom).