If you're worried about someone calling the cops on you then all you need is a bit of subterfuge. The wise bearded man (Chris Costa) says to put you gun case in something like this:
After all it's not uncommon for a "musician" to be taking public transit to get to/from recital right? It's not like you're lying directly to their face they're just assuming you're a musician.
Protip: Also if you go hard case, stencil in a treble clef, a piano keyboard layout and other kinds of musical motifs onto it. If it's a softbag then make sure it says something like YAMAHA, AKAI, ROLAND, or something like that in big letters. Also if you must travel in BDU's/combats (but it doesn't really matter what you wear to CQB games) make it look "chic" or whatever like just wear combat trousers and have a che shirt on top or something. Basically don't look like a "badass" or a terrorist (if you're "foreign" looking like I am....)