I knew a guy...
For most ordinary mortals, a .500 Mag would be about as easy to conceal as a bowling ball. I've only met one man in my life who might have been able to pull it off.
"Big'un" stood seven-foot-eight and weighed 400 pounds if he weighed an ounce. When I shook hands with him, his belt buckle was at the level of my chin. He wasn't skinny like most very tall men; he was literally a yard wide, and had to enter the grocery store (where I met him) bent over and walking sideways. Big'un was a true giant--nothing wrong with him pathologically, just the biggest of a goshawful big family. He was famous in my home town, but he didn't come to town very often (rancher). He didn't care to be stared at. My dad used to run a menswear store and used to sell him his clothes, which all had to be special ordered. His boots were 18-EEEEE.
Big'un died in his late 70s, not long after I met him, but I still wouldn't have taken him on with three other guys and a baseball bat. He could have carried anything he wanted. I doubt if he'd have wanted, even if it had been legal then. His fists were almost as big as my head. I was told he had never been in a fight in his adult life, and I believe it. I don't think it's possible to get that drunk...
I guess if you wanted to shoot HIM, a .500 Mag would have been about right. For anybody else, it would be a bit--excessive.