Where I came from in Virginia, open carry of firearms is legal, but you can't have a loaded gun in your vehicle with you. I don't think you can even have the weapon within reach of anyone, and it must be unloaded with any ammo in a separate container. I don't believe you can have even have a firearm with reach even if you are carrying no rounds in the vehicle at all. However, things are much different here in the Southwest. New Mexico is considered to be one of the least restrictive states when it comes to gun laws.
For one, New Mexico does not require any permits, licenses or registration for purchases, and there are no assault weapon laws or magazine capacity restriction on the books. You do need a permit to concealed-carry, but open carry is legal and there is reciprocity with 24 other states for the concealed permit. Where the freedom really comes into play is in a vehicle. For one, there is no duty to inform an officer that you are carrying in your vehicle. More importantly, there is no real restrictions on having a firearm in your vehicle at all. If you want to have a loaded gun in your pocket or next to your seat, there is nothing to stop you. I'm sure this has led to quite a few would be car-jackings/kidnappings from being carried out.
New Mexico's neighbor to the west, Arizona, is even less restrictive about firearm carrying. They are what is known as a "constitutional carry" state, which means that in addition to no vehicle restrictions, anyone 21 or over who is not prohibited from owning a firearm may carry a concealed weapon on their person without need of a permit. Like New Mexico, firearms are allowed in State Parks and liquor establishments, unless expressly prohibited. Also, there are some restrictions when driving on school property in both states. Just don't get too comfortable and cross over into California. They have some of the most restrictive gin laws in the country, with harsh penalties to boot!