Hi,
I wear a tux frequently, and carry while wearing it.
Moreso . . . I'm on the stage, for I'm a trumpeter with a CCW license. In my state ankle carry is not legal.
I carry a Kel-Tec 32ACP in my pocket, and my cocked and locked Kimber CDP Ultra (Officer's sized lightweight .45ACP) in the side pocket of my trumpet gig bag (which is always in my possesion or at my feet on the stage).
My main concern is when leaving the venue late in the evening, for parking lots and loading alleys can be riskier spots then. I generally go into a bathroom just before leaving and slide the Kimber into the top of the tux pants, under the jacket.
Doing an outside gig one night in Savannah, with my seven-piece combo in a fairly rough area, the sax player mentioned about some of the street types lurking around.
I turned to the drummer, who is an LFI graduate, and asked him what he was packing. "My S&W J-frame," he said. "What are you carrying?" the drummer asked me, and I opened my trumpet's side pocket enough so both he and the sax player could see it, "Just this .45 and a .32 in my pocket."
We all laughed . . . and all felt just a little better too!