Well since NYC is being thrown around as an example here I think I'll chime in. Here, antiques are exempt from firearm status same as anywhere else in the country. The difference however is here it counts as an antique only if it stays unloaded and you do not have the ammo necessary to fire it. Once you get bullets, powder, and caps, your cap n' ball revolver becomes no different than a Glock or 1911 and is subject tot he same registration and licensing laws.
On top of that, even if the government doesn't consider it a "firearm" per-say. It will still most definitely count as a deadly weapon which are also illegal to carry.
In short, any place where you would have legal problems defending yourself with a modern semi, an antique is not likely to help you much. If you decide to disregard the law and carry anyway then you might as well get a modern pistol. The punishment for getting caught will be largely the same, but you'll atleast have a weapon more suited for the task.