In Tennessee one can carry a gun and a baton after receiving training and certification.
I normally carry both as well as a "pocket"knife. After all you cannot clean your fingernails with a gun.
One of my friends is a Martial arts instructor. We have modified sword and dagger techniques for an Asp and modified REKAT Hobbit Warrior trainer. Since I have been certified with and Asp and have trained with Bob Taylor I can and do carry both as "less than Lethal" defensive tools.
Never take a knifeto a gun fight is a great thought. But there are a lot of loopholes in the law that ban you from carrying in a lot of places. You have to be creative and train for these situations.