I'd say that even in NYC, you're probably around (illegal, in that case) concealed weapons more often than you would suspect. In most of the country, you will frequently be around many (legally) concealed weapons though.

The trick is concealed. The general public, even in cities in red-states, typically only sees guns when a policeman is carrying it. Open carry protesters provide exceptions to this, but most people are not particularly interested in open carry.