I'm in a major American city and go to rock and jazz clubs, theaters, arena gigs, outdoor shows (including a big hip-hop event with serious pat-down security) and more. Bag checks, wanding, etc., waved on through with a little rectangular gadget in a camera case.
In London, I just recorded a church choir and organ at a Sunday morning service.
Obviously I use small clip-on mics and I'm not waving the thing around all the time. But an occasional glance at an LED is not going to alert security the way that it did when no one had cell phones and digital cameras.
Or of course it could just be my sweet innocent face .