Certainly, as long as they let you keep it in the first place, they can't force you to abandon your possessions when you leave the state. Now, if you wound up moving to NY or some other place where your possessions were prohibited, that's another story. You'd have to sell/transfer them, or store them outside your new state of residence. Friendly reminder, right here across the border in NV we're a mostly(handgun registration in Clark County) free state!