If you're carrying such that its easily concealed (i.e. Glock 26 or Kel-Tec) it will also fit under a hat. For me, it would be remove hat, remove CCW from normal carry location, put hat over hand holding CCW, & leave the area ASAP using any available cover or concealment.
The cops might react badly to this. If they see you acting like a CCW operator (head on a swivel, not screaming like an idiot) with one of your hands out but covered, don't be surprised if you get proned out at gunpoint.
Other than getting my family the hell out of Dodge via the quickest way that isn't under threat, making the best use of cover I could, I'd just be sure that I'd been practicing my draw stroke.