From what I recall, you're going to run into potential red tape as you pass from the waters of one state to the waters of the next. It doesn't matter where your registry is, IIRC -- just which waters you are in and thus which state law controls. In other words, CT gun laws apply in CT waters, NY gun laws apply in NY waters, RI gun laws apply in RI waters...
Again, this is off the top of my head. Hopefully someone will come along with cites.