Don't know of any problems in Virginia. Learned about the existance of the labels at one place I filled up with propane. I saw a roll of them in the bottom of the filling station cabinet and asked about them. The attendant gave me a few for the cylinders I was filling and some others I had at home.
I have seen posts on this forum about people getting tickets for not having the labels. I don't think it happens a lot, but more likely where there are state troopers who's sole job is revenue generation and it is their little known go to gotcha.