If you stop and stay in the state, rather than passing through, you are subject to the state's gun laws. There are some states you do not want to mess with like California and Massachusetts. You need to get a book on the gun laws of every state and get the new one every year, and/or go to web sites that have the gun laws of the states. Here is one example:
http://www.gunlawguide.com/
You can get your concealed carry license in a state that gives licenses to non-residents, like Utah. However, even with that, you will need to research the gun laws of every state you go in. If you would have had the same incident in Massachusetts, you would have been in jail for a year.
You will probably want to change the states you overnight in based on the gun laws. This is a sad state of affairs but it is the world we live in.