I'd be interested in how you do this legally across multiple states. When you say "carry", I am assuming you mean a handgun and not just keeping a shotgun or rifle in the coach. Of course I am a believer that being alive to defend yourself when charged with a felony, such as illegal carry, is very important, BUT - I'm not willing to go to jail because I got pulled over on a traffic stop and the officer saw a bulge in my pocket.
I'm not even suggesting you are doing something illegal - I just want to know how you do it so I can copy it.
The "Legal Heat" IOS app is a good reference on state-by-state laws and carry issues.
Some states do not allow you to possess a firearm even locked up in your RV, without a local permit, and they don't recognize licenses issued by other states. And local permits are impossible to get if you're a non-resident.
When traveling from state to state, Federal Law allows you to carry, with certain restrictions, as you cross from a legal state, through an illegal state, to another legal state. A few states, in particular New York and New Jersey, ignore Federal Law and will arrest you, confiscate your weapon, and make you appear in court. At that point you can use the Federal Law as an affirmative defense and after considerable expense and inconvenience, you'll be acquitted.
While they may not go as far as New York and New Jersey, Maryland is also hostile to carrying firearms. Illinois and California as well.
The law is murky. In some places, if your RV is unhitched and hooked up to utilities, it's regarded as a home. But if hitched and ready to travel, it's an extension of your tow vehicle. The law is different for each situation.
If you are covered by Federal law while traveling from state to state, but you stop for some reason in the state where it's illegal to carry, there's no definition of how long you can stop before Federal Law no longer protects you.
Check out Legal Heat.
And be prepared to lock up your gun with ammo locked up separately when traveling in a hostile state, and better if not anywhere in your tow vehicle.