There's also the possibility that it's not officially sanctioned, but that no one would hassle someone who set up and played. It's a little spooky to do that, but in travelling this country I've found that the worst one can usually expect is to be told by the local constabulary to "move along". I have heard rumors that in New Mexico, the cops'll confiscate your gear on first offense, though I've not had this confirmed by anyone. Still, that'd be horrible indeed.