I've had this happen to me, in GA; an open carry allowed state.
I am a reserve police office and a holder of a CCW. I went into a Kroger store without my jacket on, with a .380 in the small of my back, open holster. As I was leaving, two city PD officers made a felony stop of me, throwing me against the wall of the building. I suffered contusions and several small scrapes on the face, hands, and arms.
After IDing myself, I was released.
I promptly went to the city PD and swore out a complaint against the officers involved and threatened a civil rights lawsuit against the city, the department, and the two officers. As a result, the entire city PD had to go through retraining regarding the firearms laws of Georgia.
I make it a POINT now to carry openly when I can do so effectively.