IMHO, Virginia will sort of has such protection, come July 1, 2012.
Virginia just passed and sign into law a bill to "clearly establish Emergency services and disasters; constitutional rights" according to its patron.
It provides that nothing in the Emergency Services and Disaster Law shall be interpreted to limit or prohibit the otherwise lawful possession, carrying, transportation, sale, or transfer of firearms -- with an escape clause for carry in shelters, which I don't like.
It modifies § 44-146.15 of the Code of Virginia
Text of changes to code found at Bill Tracking - 2012 session > LegislationIMHO, if this "in a shelter issue" is a pattern across States, you might want to put two "YES or NO" flags on your great site.Nothing in this chapter is to be construed to:
(3) Empower the Governor, any political subdivision, or any other governmental authority to in any way limit or prohibit the rights of the people to keep and bear arms as guaranteed by Article I, Section 13 of the Constitution of Virginia or the Second Amendment of the Constitution of the United States, including the otherwise lawful possession, carrying, transportation, sale, or transfer of firearms except to the extent necessary to ensure public safety in any place or facility designated or used by the Governor, any political subdivision of the Commonwealth, or any other governmental entity as an emergency shelter or for the purpose of sheltering persons;