Just for safe measure, avoid spending the night in anti-gun shitholes like Chicago. While you may legally recover any firearms under federal law, they may screw with you for the sheer recreation of it. Remember, most of the anti's runing places like Chicago, Newark, NYC, etc. have no respect for taxpayers and will gladly waste their money to mess with you.
Case in point:
http://www.anjrpc.org/fopalawsuit.htm